Piecewise FARIMA models for long-memory time series (Q5300822): Difference between revisions

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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+LASS: a tool for the local analysis of self-similarity
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+A storage model with self-similar input
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+THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
@@ Property / cites work: THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS / rank @@
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+A test for a change in a parameter occurring at an unknown point
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Critical values for multiple structural change tests
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+Estimating restricted structural change models
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+Structural Break Estimation for Nonstationary Time Series Models
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+Break Detection for a Class of Nonlinear Time Series Models
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+The Hurst effect under trends
@@ Property / cites work: The Hurst effect under trends / rank @@
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+Discrimination between monotonic trends and long-range dependence
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+Spurious number of breaks
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+Change‐Point Estimation of Fractionally Integrated Processes
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+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
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+Bayesian methods for change-point detection in long-range dependent processes
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+Fractional integration and structural breaks at unknown periods of time
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+Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
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+Q4865042
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+Robustness of whittle-type estimators for time series with long-range dependence
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+Estimating the dimension of a model
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+Modeling by shortest data description
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+Estimating the number of change-points via Schwarz' criterion
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+Gaussian semiparametric estimation of long range dependence
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