Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2012.00797.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1900456343
@@ Property / OpenAlex ID: W1900456343 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+On discriminating between long-range dependence and changes in mean
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+WHITTLE ESTIMATION OF ARCH MODELS
@@ Property / cites work: WHITTLE ESTIMATION OF ARCH MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for bivariate Appell polynomials. I: Central limit theorems
+Normal rank
@@ Property / cites work @@
+Properties of moments of a family of GARCH processes
+Normal rank
@@ Property / cites work @@
+A limit theory for long-range dependence and statistical inference on related models
+Normal rank
@@ Property / cites work @@
+The multiple change-points problem for the spectral distribution
+Normal rank
@@ Property / cites work @@
+Q5329487
@@ Property / cites work: Q5329487 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in conditionally heteroscedatic time series models.
+Normal rank
@@ Property / cites work @@
+NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
@@ Property / cites work: NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and information in stationary time series
+Normal rank