Pages that link to "Item:Q135933"
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The following pages link to A simple test of changes in mean in the possible presence of long-range dependence (Q135933):
Displaying 24 items.
- memochange (Q43245) (← links)
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Structural breaks in time series (Q2852477) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
- Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)