The following pages link to Philipp Sibbertsen (Q379925):
Displayed 27 items.
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- (Q452307) (redirect page) (← links)
- Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
- The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← 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)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Long memory vs. structural change in financial time series (Q2567526) (← links)
- Information criteria for nonlinear time series models (Q2691663) (← links)
- S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend (Q2740040) (← links)
- Weak identification in the ESTAR model and a new model (Q2852497) (← links)
- (Q3551878) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)
- Roth's Theorem implies a Weakened Version of the ABC Conjecture for Special Cases (Q6409265) (← links)
- Do algebraic numbers follow Khinchin's Law? (Q6409266) (← links)