Sieve bootstrap monitoring persistence change in long memory process
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Recommendations
- Sieve bootstrap monitoring for change from short to long memory
- Monitoring mean and variance change-points in long-memory time series
- Monitoring persistence change in infinite variance observations
- Monitoring change in persistence against the null of difference-stationarity in infinite variance observations
- Monitoring change in persistence in linear time series
Cited in
(4)- Monitoring change in persistence against the null of difference-stationarity in infinite variance observations
- Monitoring persistence change in infinite variance observations
- Sieve bootstrap monitoring for change from short to long memory
- Monitoring mean and variance change-points in long-memory time series
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