Testing for structural change in a long-memory environment (Q1906291): Difference between revisions

@@ Property / author @@
-Javier Hidalgo
@@ Property / author: Javier Hidalgo / rank @@
-Normal rank
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+Javier Hidalgo
@@ Property / author: Javier Hidalgo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(94)01687-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2104593563
@@ Property / OpenAlex ID: W2104593563 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient location and regression estimation for long range dependent regression models
+Normal rank
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+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
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@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
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@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
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@@ Property / cites work @@
+Discrimination between monotonic trends and long-range dependence
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+Semiparametric analysis of long-memory time series
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+Semiparametric estimation from time series with long-range dependence
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+Time series regression with long-range dependence
@@ Property / cites work: Time series regression with long-range dependence / rank @@
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+The Fractional Unit Root Distribution
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+On estimation of a regression model with long-memory stationary errors
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+Asymptotic properties of the LSE in a regression model with long-memory stationary errors
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