LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923): Difference between revisions

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+On discriminating between long-range dependence and changes in mean
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+ANALYSIS OF TIME SERIES WITH WAVELETS
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+Long memory and regime switching
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+Wavelet analysis and synthesis of fractional Brownian motion
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+Rescaled variance and related tests for long memory in volatility and levels
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+Large deviations behavior of counting processes and their inverses
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
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+Fractional differencing
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+Wavelet-domain test for long-range dependence in the presence of a trend
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+Change‐Point Estimation of Fractionally Integrated Processes
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+USING WAVELETS TO COMPARE TIME SERIES PATTERNS
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+Limit theorems on the self-normalized range for weakly and strongly dependent processes
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+Fractional Brownian Motions, Fractional Noises and Applications
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+A wavelet-based joint estimator of the parameters of long-range dependence
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+Testing for a Structural Break at Unknown Date with Long-memory Disturbances
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