Pages that link to "Item:Q2740037"

The following pages link to Robust Automatic Bandwidth for Long Memory (Q2740037):

Displaying 13 items.

• Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
• Testing for bubbles and change-points (Q953776) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Long memory or structural changes: an empirical examination on inflation rates (Q1927900) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• A piecewise polynomial trend against long range dependence (Q2515861) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)