Pages that link to "Item:Q1762969"
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The following pages link to Long memory versus structural breaks: an overview (Q1762969):
Displayed 18 items.
- Generalized wavelet Fisher's information of \(1 / f^\alpha\) signals (Q277808) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
- A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- The S-estimator in the change-point random model with long memory (Q3143500) (← links)
- A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)