A two-sample test for comparison of long memory parameters (Q990895): Difference between revisions

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+.1787
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+Two estimators of the long-run variance: beyond short memory
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+Testing for a change of the long-memory parameter
@@ Property / cites work: Testing for a change of the long-memory parameter / rank @@
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+Asymptotic independence of distant partial sums of linear processes
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+Econometric estimation in long-range dependent volatility models: theory and practice
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+SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION  OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
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+The Invariance Principle for Stationary Processes
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+CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
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+Integral representations and properties of operator fractional Brownian motions
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+Rescaled variance and related tests for long memory in volatility and levels
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+A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
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+Change-point detection in long-memory processes
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+Adaptive estimation of the fractional differencing coefficient
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Covariance function of vector self-similar processes
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+Long-Term Memory in Stock Market Prices
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+A Nonparametric Test for I(0)
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+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
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+Q4301585
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+Testing for long memory in the Asian foreign exchange rates
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+Q4407601
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+The increment ratio statistic
@@ Property / cites work: The increment ratio statistic / rank @@
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+Long Memory in Economics
@@ Property / cites work: Long Memory in Economics / rank @@
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+Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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