Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+Consistent autoregressive spectral estimates
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+Linear prediction by autoregressive model fitting in the time domain
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+Testing for structural change in a long-memory environment
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+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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+Change‐Point Estimation of Fractionally Integrated Processes
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+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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