A simple test of changes in mean in the possible presence of long-range dependence (Q135933): Difference between revisions

@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
+Normal rank
@@ Property / cites work @@
+Modelling structural breaks, long memory and stock market volatility: an overview
+Normal rank
@@ Property / cites work @@
+SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
+Normal rank
@@ Property / cites work @@
+On discriminating between long-range dependence and changes in mean
+Normal rank
@@ Property / cites work @@
+The problem of the Nile: Conditional solution to a changepoint problem
+Normal rank
@@ Property / cites work @@
+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
+Normal rank
@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
@@ Property / cites work @@
+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Trend with Fractionally Integrated Errors
@@ Property / cites work: Linear Trend with Fractionally Integrated Errors / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
+Normal rank
@@ Property / cites work @@
+Robust Automatic Bandwidth for Long Memory
@@ Property / cites work: Robust Automatic Bandwidth for Long Memory / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for structural change in a long-memory environment
+Normal rank
@@ Property / cites work @@
+The effect of long-range dependence on change-point estimators
+Normal rank
@@ Property / cites work @@
+Testing for structural change in regression with long memory processes
+Normal rank
@@ Property / cites work @@
+Testing That a Dependent Process Is Uncorrelated
@@ Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank @@
+Normal rank
@@ Property / cites work @@
+A Nonparametric Test for I(0)
@@ Property / cites work: A Nonparametric Test for I(0) / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
+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 @@
+Bayesian methods for change-point detection in long-range dependent processes
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Q4682143
@@ Property / cites work: Q4682143 / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence intervals for spectral mean and ratio statistics
+Normal rank
@@ Property / cites work @@
+LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
+Normal rank
@@ Property / cites work @@
+Limit theorems in change-point problems with multivariate long-range dependent observations
+Normal rank
@@ Property / cites work @@
+Gradual changes in long memory processes with applications
+Normal rank
@@ Property / cites work @@
+Change-in-mean problem for long memory time series models with applications
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
+Normal rank
@@ Property / cites work @@
+Testing for a Structural Break at Unknown Date with Long-memory Disturbances
+Normal rank