A simple test on structural change in long-memory time series (Q135940): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2017.12.007
@@ Property / DOI: 10.1016/j.econlet.2017.12.007 / rank @@
-Normal rank
@@ Property / publication date @@
+October 2018Timestamp +2018-10-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2018-10-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 5 October 2018 / rank @@
+Normal rank
@@ Property / author @@
+Kai Wenger
@@ Property / author: Kai Wenger / rank @@
+Normal rank
@@ Property / author @@
+Christian Leschinski
@@ Property / author: Christian Leschinski / rank @@
+Normal rank
@@ Property / author @@
+Philipp Sibbertsen
@@ Property / author: Philipp Sibbertsen / rank @@
+Normal rank
@@ Property / title @@
+A simple test on structural change in long-memory time series (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62290
@@ Property / zbMATH Open document ID: 1397.62290 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-592.pdf
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L10
@@ Property / Mathematics Subject Classification ID: 62L10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6947431
@@ Property / zbMATH DE Number: 6947431 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional integration
@@ Property / zbMATH Keywords: fractional integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural breaks
@@ Property / zbMATH Keywords: structural breaks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2772013811
@@ Property / OpenAlex ID: W2772013811 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test
+Normal rank
@@ Property / cites work @@
+Long memory with stochastic variance model: a recursive analysis for US inflation
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference on a Structural Break in Trend with Fractionally Integrated Errors
+Normal rank
@@ Property / cites work @@
+Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+The effect of long-range dependence on change-point estimators
+Normal rank
@@ Property / cites work @@
+Long memory or structural changes: an empirical examination on inflation rates
+Normal rank
@@ Property / cites work @@
+Testing for a break in trend when the order of integration is unknown
+Normal rank
@@ Property / cites work @@
+A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
+Normal rank
@@ Property / cites work @@
+Q3827437
@@ Property / cites work: Q3827437 / rank @@
+Normal rank
@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
+Normal rank
@@ Property / cites work @@
+A simple test of changes in mean in the possible presence of long-range dependence
+Normal rank
@@ Property / cites work @@
+A nonlinear long memory model, with an application to US unemployment.
+Normal rank
@@ Property / cites work @@
+Change-in-mean problem for long memory time series models with applications
+Normal rank
@@ Property / cites work @@
+Testing for a Structural Break at Unknown Date with Long-memory Disturbances
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2017.12.007
@@ Property / DOI: 10.1016/J.ECONLET.2017.12.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:135940