Pages that link to "Item:Q1927900"

The following pages link to Long memory or structural changes: an empirical examination on inflation rates (Q1927900):

Displaying 7 items.

• A simple test on structural change in long-memory time series (Q135940) (← links)
• Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
• When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
• Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)