Pages that link to "Item:Q4979111"
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The following pages link to Estimating a change point in the long memory parameter (Q4979111):
Displaying 9 items.
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Structural breaks in time series (Q2852477) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Synthetic detection of change point and outliers in bilinear time series models (Q5265599) (← links)
- Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852) (← links)
- Strictly stationary solutions of ARMA equations with fractional noise (Q5397934) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
