Long memory versus structural breaks: an overview (Q1762969): Difference between revisions

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+Wavelet analysis of long-range-dependent traffic
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Q4865042
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+Q4845377
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+Local polynomial fitting with long-memory, short-memory and antipersistent errors
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+Nonparametric M-estimation with long-memory errors
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+The Hurst effect under trends
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+Modeling and pricing long memory in stock market volatility
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+Q4082864
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+Nonparametric regression under long-range dependent normal errors
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+Efficient parameter estimation for self-similar processes
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE  TO STOCHASTIC INTEGRALS I
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+Long memory and regime switching
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Testing for long memory in the presence of a general trend
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+Memory and infrequent breaks
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Nonparametric regression with long-range dependence
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+Testing for structural change in a long-memory environment
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+The effect of long-range dependence on change-point estimators
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+Fractional differencing
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Discrimination between monotonic trends and long-range dependence
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+Limit theorems on the self-normalized range for weakly and strongly dependent processes
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+Fractional Brownian Motions, Fractional Noises and Applications
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+The Cusum Test with Ols Residuals
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+Log-periodogram regression of time series with long range dependence
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+Log-periodogram estimation of the memory parameter of a long-memory process under trend.
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
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+Non-stationary log-periodogram regression
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+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
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