Pages that link to "Item:Q1906291"

The following pages link to Testing for structural change in a long-memory environment (Q1906291):

Displaying 23 items.

• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Volatility comovement: a multifrequency approach (Q292013) (← links)
• Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Real-time monitoring test for realized volatility (Q1695554) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
• Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
• Nonlinearity and temporal dependence (Q2630203) (← links)
• Structural breaks in time series (Q2852477) (← links)
• The S-estimator in the change-point random model with long memory (Q3143500) (← links)
• Bayesian methods for change-point detection in long-range dependent processes (Q3440773) (← links)
• Structural changes estimation for strongly dependent processes (Q5218917) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Long memory and regime switching (Q5952029) (← links)