Pages that link to "Item:Q2930908"

The following pages link to Statistical tests for a single change in mean against long-range dependence (Q2930908):

Displaying 8 items.

• Can Markov switching model generate long memory? (Q741329) (← links)
• Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
• An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• A piecewise polynomial trend against long range dependence (Q2515861) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)