Testing for a change in mean under fractional integration (Q1695680): Difference between revisions

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-.1515/jtse-2015-0006
@@ Property / DOI: 10.1515/jtse-2015-0006 / rank @@
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+MaRDI publication profile
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+W2504788626
@@ Property / OpenAlex ID: W2504788626 / rank @@
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@@ Property / cites work @@
+On discriminating between long-range dependence and changes in mean
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+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
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+Local Whittle estimation of the memory parameter in presence of deterministic components
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+Testing for a break in trend when the order of integration is unknown
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+A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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@@ Property / cites work @@
+Q3433265
@@ Property / cites work: Q3433265 / rank @@
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@@ Property / cites work @@
+A Test Against Spurious Long Memory
@@ Property / cites work: A Test Against Spurious Long Memory / rank @@
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@@ Property / cites work @@
+A simple test of changes in mean in the possible presence of long-range dependence
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@@ Property / cites work @@
+Change-in-mean problem for long memory time series models with applications
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@@ Property / DOI @@
+.1515/JTSE-2015-0006
@@ Property / DOI: 10.1515/JTSE-2015-0006 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1695680