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

@@ Property / cites work @@
+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845377
@@ Property / cites work: Q4845377 / rank @@
+Normal rank
@@ Property / cites work @@
+Local polynomial fitting with long-memory, short-memory and antipersistent errors
+Normal rank
@@ Property / cites work @@
+Nonparametric M-estimation with long-memory errors
+Normal rank
@@ Property / cites work @@
+The Hurst effect under trends
@@ Property / cites work: The Hurst effect under trends / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and pricing long memory in stock market volatility
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric regression under long-range dependent normal errors
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
+Normal rank
@@ Property / cites work @@
+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE  TO STOCHASTIC INTEGRALS I
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Testing for long memory in the presence of a general trend
+Normal rank
@@ Property / cites work @@
+Memory and infrequent breaks
@@ Property / cites work: Memory and infrequent breaks / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Nonparametric regression with long-range dependence
+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 @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
+Normal rank
@@ Property / cites work @@
+Discrimination between monotonic trends and long-range dependence
+Normal rank
@@ Property / cites work @@
+Limit theorems on the self-normalized range for weakly and strongly dependent processes
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+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 @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram estimation of the memory parameter of a long-memory process under trend.
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+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 @@
+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
@@ Property / cites work: ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS / rank @@
+Normal rank