DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323): Difference between revisions

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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
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+Inference for unstable long-memory processes with applications to fractional unit root autoregressions
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+Tests of stationarity against a change in persistence
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+Alternative forms of fractional Brownian motion
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+Q4798635
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+Q5560061
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+Testing for a change of the long-memory parameter
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+CUSUM of Squares‐Based Tests for a Change in Persistence
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+Asymptotics of partial sums of linear processes with changing memory parameter
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+The multiple change-points problem for the spectral distribution
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+Nonstationarity-extended local Whittle estimation
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Detection of change in persistence of a linear time series
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+Likelihood inference for a nonstationary fractional autoregressive model
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+Limit theorems for quadratic forms with applications to Whittle's estimate
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+Change-point detection in long-memory processes
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+Detecting changes from short to long memory
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+Central limit theorem for linear processes
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+Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
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+Estimating a change point in the long memory parameter
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+Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
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+Convergence of integrated processes of arbitrary Hermite rank
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+Nonhomogeneous fractional integration and multifractional processes
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+A model for long memory conditional heteroscedasticity.
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+ARCH(∞) Models and Long Memory Properties
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+Testing for a break in persistence under long-range dependencies
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+Q3399435
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+Rescaled variance and related tests for long memory in volatility and levels
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Weak Convergence of the Empirical Process and the Rescaled Empirical Distribution Function in the Skorokhod Product Space
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+The Invariance Principle for Stationary Processes
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+Type I and type II fractional Brownian motions: a reconsideration
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+Dependence in probability and statistics.
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+Weak convergence of multivariate fractional processes
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