Gradual changes in long memory processes with applications
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- scientific article; zbMATH DE number 1390010
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Cites work
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Effect of dependence on statistics for determination of change
- Fractional differencing
- Gradual changes versus abrupt changes.
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Limit theorems for a class of tests of gradual changes
- Linear Trend with Fractionally Integrated Errors
- Noncentral limit theorems and Appell polynomials
- Semiparametric analysis of long-memory time series
- Strong approximation for long memory processes with applications
- Testing appearance of linear trend
- The effect of long-range dependence on change-point estimators
Cited in
(11)- Gradual changes versus abrupt changes.
- A simple test of changes in mean in the possible presence of long-range dependence
- Monitoring mean and variance change-points in long-memory time series
- Estimating a gradual parameter change in an AR(1)-process
- Detecting gradual changes in locally stationary processes
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- Change-point detection with rank statistics in long-memory time-series models
- scientific article; zbMATH DE number 1959618 (Why is no real title available?)
- A note on estimators of gradual changes
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
- On rapid change points under long memory
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