Pages that link to "Item:Q2509807"
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The following pages link to On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807):
Displayed 5 items.
- Can Markov switching model generate long memory? (Q741329) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)