Pages that link to "Item:Q135904"

The following pages link to Tests of stationarity against a change in persistence (Q135904):

Displaying 17 items.

• Tests of stationarity against a change in persistence (Q135904) (← links)
• Modified tests for a change in persistence (Q135912) (← links)
• On tests for changes in persistence (Q135925) (← links)
• Testing for a break in persistence under long-range dependencies (Q135936) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
• Ratio-based estimators for a change point in persistence (Q528070) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
• Monitoring persistence change in infinite variance observations (Q744739) (← links)
• Monitoring change in persistence in linear time series (Q990920) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
• Moving ratio test for multiple changes in persistence (Q1936583) (← links)
• CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)