memochange
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Software:43245
swMATH31534CRANmemochangeMaRDI QIDQ43245
Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
Last update: 26 July 2020
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.1.1
Source code repository: https://github.com/cran/memochange
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test
- Tests of stationarity against a change in persistence
- Non-Parametric Change-Point Tests for Long-Range Dependent Data
- Modified tests for a change in persistence
- The effect of long-range dependence on change-point estimators
- Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
- A FIXED-bTEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
- Tests for a change in persistence against the null of difference‐stationarity
- On tests for changes in persistence
- CUSUM of Squares-Based Tests for a Change in Persistence
- Testing for persistence change in fractionally integrated models: An application to world inflation rates
- A simple test of changes in mean in the possible presence of long-range dependence
- Testing for a break in persistence under long-range dependencies
- Change-in-mean problem for long memory time series models with applications
- A simple test on structural change in long-memory time series
