Sign tests for long-memory time series
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- scientific article; zbMATH DE number 3852235 (Why is no real title available?)
- scientific article; zbMATH DE number 1231230 (Why is no real title available?)
- scientific article; zbMATH DE number 1024381 (Why is no real title available?)
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- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- A consistent test for conditional symmetry in time series models
- Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
- Asymptotic expansion of \(M\)-estimators with long-memory errors
- Discrete time parametric models with long memory and infinite variance
- Efficient Tests of Nonstationary Hypotheses
- Fractional ARIMA with stable innovations
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Limit theory for the sample covariance and correlation functions of moving averages
- M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
- Narrow-band analysis of nonstationary processes
- On Sign Tests in ARMA Models with Possibly Infinite Error Variance
- On nonparametric sign estimators in multiparameter autoregression
- On nonparametric sign procedures for autoregression models
- On nonparametric sign tests in multiparameter autoregression
- Parameter estimation for ARMA models with infinite variance innovations
- Parameter estimation for infinite variance fractional ARIMA
- Rank tests for unit roots
- Robust Rank Tests of the Unit Root Hypothesis
- STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS
- Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
- THE NONSTATIONARY FRACTIONAL UNIT ROOT
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
- The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
- Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
Cited in
(13)- On inference based on the one-sample sign statistic for long-range dependent data
- On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives
- Semiparametric robust tests on seasonal or cyclical long memory time series
- A robust test for monotonicity in asset returns
- Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series
- LONG MEMORY TESTING IN THE TIME DOMAIN
- Likelihood based testing for no fractional cointegration
- TESTING FOR LONG MEMORY
- Adaptive long memory testing under heteroskedasticity
- Optimal Fractional Dickey–Fuller tests
- Comparison of non-parametric and semi-parametric tests in detecting long memory
- Unit root tests using semi-parametric estimators of the long-memory parameter
- Constancy test for FARIMA long memory processes
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