Pages that link to "Item:Q5430506"

The following pages link to CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506):

Displaying 20 items.

• Testing for a break in persistence under long-range dependencies (Q135936) (← links)
• Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
• Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
• Ratio-based estimators for a change point in persistence (Q528070) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
• Monitoring persistence change in infinite variance observations (Q744739) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
• Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
• Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
• Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
• WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Wilcoxon rank test for change in persistence (Q5163042) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
• Testing for a rational bubble under long memory (Q5745639) (← links)