Pages that link to "Item:Q5290898"
From MaRDI portal
The following pages link to Testing and estimating for change in long memory parameter (Q5290898):
Displaying 8 items.
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS (Q2810355) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
- Structural changes estimation for strongly dependent processes (Q5218917) (← links)
- Special Issue of the <i>Journal of Time Series Analysis</i> in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction (Q5226138) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
