Pages that link to "Item:Q1971788"

The following pages link to Detection of change in persistence of a linear time series (Q1971788):

Displaying 48 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 test for variance change point in linear process with long memory (Q451414) (← links)
• Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
• Monitoring multivariate time series (Q511999) (← 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)
• Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
• The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← 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)
• Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
• Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
• Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
• Moving ratio test for multiple changes in persistence (Q1936583) (← links)
• Panel stationary tests against changes in persistence (Q2010784) (← links)
• ABBA: adaptive Brownian bridge-based symbolic aggregation of time series (Q2194039) (← links)
• Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
• Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• The changing dynamics of US inflation persistence: a quantile regression approach (Q2687864) (← links)
• Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
• Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
• A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS (Q3377448) (← links)
• ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
• Tests for a change in persistence against the null of difference‐stationarity (Q4458358) (← links)
• INFERENCE ON SEGMENTED COINTEGRATION (Q4561973) (← links)
• Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests (Q5130139) (← links)
• Wilcoxon rank test for change in persistence (Q5163042) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
• Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
• Ratio test to detect change in the variance of linear process (Q5402591) (← links)
• Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
• CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
• On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence (Q5467626) (← links)
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
• A note on change in persistence of U.S. city prices (Q6039106) (← links)