Pages that link to "Item:Q2509807"

The following pages link to On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807):

Displaying 7 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)
• Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← 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)
• Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)