Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689): Difference between revisions

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+Two estimators of the long-run variance: beyond short memory
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+Break detection in the covariance structure of multivariate time series models
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+Structural breaks in time series
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+ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
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+On discriminating between long-range dependence and changes in mean
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+Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Detecting changes from short to long memory
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+Long memory or structural changes: an empirical examination on inflation rates
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+A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
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+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
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+CUSUM of Squares‐Based Tests for a Change in Persistence
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+Testing for persistence change in fractionally integrated models: an application to world inflation rates
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+Q5491047
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+Gaussian semiparametric estimation of long range dependence
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+ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
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+A simple test of changes in mean in the possible presence of long-range dependence
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+Testing for Change Points in Time Series
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+Testing for a break in persistence under long-range dependencies
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+Testing for a break in persistence under long-range dependencies and mean shifts
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+Change-in-mean problem for long memory time series models with applications
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+Strong approximation for long memory processes with applications
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+A simple test on structural change in long-memory time series
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