Pages that link to "Item:Q3089159"
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The following pages link to A Test Against Spurious Long Memory (Q3089159):
Displayed 28 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- A modified test against spurious long memory (Q1663949) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
- True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)