A modified test against spurious long memory (Q1663949): Difference between revisions

@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+When long memory meets the Kalman filter: a comparative study
+Normal rank
@@ Property / cites work @@
+Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
+Normal rank
@@ Property / cites work @@
+Testing for a break in trend when the order of integration is unknown
+Normal rank
@@ Property / cites work @@
+True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison
+Normal rank
@@ Property / cites work @@
+MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
+Normal rank
@@ Property / cites work @@
+Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
+Normal rank
@@ Property / cites work @@
+A Test Against Spurious Long Memory
@@ Property / cites work: A Test Against Spurious Long Memory / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic volatility model with random level shifts and its applications to S&amp;P 500 and NASDAQ return indices
+Normal rank
@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank