memochange (Q43245): Difference between revisions

Newer edit →

@@ description / en / description / en @@
+Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
@@ Property / instance of @@
+R package
@@ Property / instance of: R package / rank @@
+Normal rank
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / last update @@
+July 2020Timestamp +2020-07-26T00:00:00Z
Timezone +00:00
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@@ Property / last update: 26 July 2020 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.1.1
@@ Property / software version identifier: 1.1.1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1.1 / qualifier @@
+publication date: 26 July 2020Timestamp +2020-07-26T00:00:00Z
Timezone +00:00
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@@ Property / author @@
+Janis Becker
@@ Property / author: Janis Becker / rank @@
+Normal rank
@@ Property / author @@
+Kai Wenger
@@ Property / author: Kai Wenger / rank @@
+Normal rank
@@ Property / maintained by @@
+Kai Wenger
@@ Property / maintained by: Kai Wenger / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.4.0
@@ Property / imports @@
+urca
@@ Property / imports: urca / rank @@
+Normal rank
@@ Property / imports: urca / qualifier @@
+software version identifier: ≥ 1.3.0
@@ Property / imports @@
+forecast
@@ Property / imports: forecast / rank @@
+Normal rank
@@ Property / imports: forecast / qualifier @@
+software version identifier: ≥ 8.6
@@ Property / imports @@
+fracdiff
@@ Property / imports: fracdiff / rank @@
+Normal rank
@@ Property / imports: fracdiff / qualifier @@
+software version identifier: ≥ 1.4.2
@@ Property / imports @@
+LongMemoryTS
@@ Property / imports: LongMemoryTS / rank @@
+Normal rank
@@ Property / imports: LongMemoryTS / qualifier @@
+software version identifier: ≥ 0.1.0
@@ Property / imports @@
+sandwich
@@ Property / imports: sandwich / rank @@
+Normal rank
@@ Property / imports: sandwich / qualifier @@
+software version identifier: ≥ 2.5.1
@@ Property / imports @@
+strucchange
@@ Property / imports: strucchange / rank @@
+Normal rank
@@ Property / imports: strucchange / qualifier @@
+software version identifier: ≥ 1.5.1
@@ Property / imports @@
+longmemo
@@ Property / imports: longmemo / rank @@
+Normal rank
@@ Property / imports: longmemo / qualifier @@
+software version identifier: ≥ 1.1.1
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / imports: stats / qualifier @@
+software version identifier: ≥ 3.4.1
@@ Property / cites work @@
+Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test
+Normal rank
@@ Property / cites work @@
+Tests of stationarity against a change in persistence
+Normal rank
@@ Property / cites work @@
+Non-Parametric Change-Point Tests for Long-Range Dependent Data
+Normal rank
@@ Property / cites work @@
+Modified tests for a change in persistence
@@ Property / cites work: Modified tests for a change in persistence / rank @@
+Normal rank
@@ Property / cites work @@
+The effect of long-range dependence on change-point estimators
+Normal rank
@@ Property / cites work @@
+Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+A FIXED-bTEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
+Normal rank
@@ Property / cites work @@
+Tests for a change in persistence against the null of difference‐stationarity
+Normal rank
@@ Property / cites work @@
+On tests for changes in persistence
@@ Property / cites work: On tests for changes in persistence / rank @@
+Normal rank
@@ Property / cites work @@
+CUSUM of Squares-Based Tests for a Change in Persistence
+Normal rank
@@ Property / cites work @@
+Testing for persistence change in fractionally integrated models: An application to world inflation rates
+Normal rank
@@ Property / cites work @@
+A simple test of changes in mean in the possible presence of long-range dependence
+Normal rank
@@ Property / cites work @@
+Testing for a break in persistence under long-range dependencies
+Normal rank
@@ Property / cites work @@
+Change-in-mean problem for long memory time series models with applications
+Normal rank
@@ Property / cites work @@
+A simple test on structural change in long-memory time series
+Normal rank
@@ Property / CRAN project @@
+memochange
@@ Property / CRAN project: memochange / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:c6b87318995d97d117f73bb05f194c9e2823f7f0
+Normal rank
+source code repository: https://github.com/cran/memochange
+point in time: +2020-12-22T01:06:17ZTimestamp +2020-12-22T01:06:17Z
Timezone +00:00
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++2020-12-22T01:06:17Z
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+⧼valueview-expert-timevalue-calendar-gregorian⧽
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+second
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 After