Pages that link to "Item:Q135936"

The following pages link to Testing for a break in persistence under long-range dependencies (Q135936):

Displaying 20 items.

• memochange (Q43245) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
• Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
• Constancy test for FARIMA long memory processes (Q458109) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
• Monitoring persistence change in infinite variance observations (Q744739) (← links)
• When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
• Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
• Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
• Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
• Testing for a rational bubble under long memory (Q5745639) (← links)