Pages that link to "Item:Q2500449"

The following pages link to On discriminating between long-range dependence and changes in mean (Q2500449):

Displaying 48 items.

• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
• Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Spurious regression (Q609686) (← links)
• Compositional segmentation of time series in the financial markets (Q668127) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Weakly dependent functional data (Q973886) (← links)
• An MDL approach to the climate segmentation problem (Q977634) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
• Testing the stability of the functional autoregressive process (Q1049540) (← links)
• Monitoring the intraday volatility pattern (Q1695559) (← links)
• Testing for a change in mean under fractional integration (Q1695680) (← links)
• A multivariate test against spurious long memory (Q1706443) (← links)
• Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
• Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
• An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
• Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
• Testing for epidemic changes in the mean of a multiparameter stochastic process (Q2453616) (← links)
• The increment ratio statistic (Q2476149) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• A piecewise polynomial trend against long range dependence (Q2515861) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
• Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• Testing equality of stationary autocovariances (Q3077653) (← links)
• Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
• LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
• ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
• A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
• Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
• Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
• Simple linear regression with multiple level shifts (Q5449244) (← links)
• Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
• On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)