The following pages link to Long memory and stochastic trend. (Q1424482):
Displaying 13 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Rescaled range analysis in the presence of stochastic trend (Q2643023) (← links)
- TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
