Pages that link to "Item:Q5397940"

The following pages link to Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940):

Displayed 4 items.

• Fractional integration versus level shifts: the case of realized asset correlations (Q379926) ‎ (← links)
• Long memory and changepoint models: a spectral classification procedure (Q1702010) ‎ (← links)
• A multivariate test against spurious long memory (Q1706443) ‎ (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) ‎ (← links)