Pages that link to "Item:Q4537308"

The following pages link to Testing for long memory in the presence of a general trend (Q4537308):

Displaying 20 items.

• Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
• Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
• Spurious regression (Q609686) (← links)
• The increment ratio statistic under deterministic trends (Q616536) (← links)
• Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
• Long memory and stochastic trend. (Q1424482) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
• Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
• Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
• The increment ratio statistic (Q2476149) (← links)
• On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
• Accumulative prediction error and the selection of time series models (Q2507906) (← links)
• Rescaled range analysis in the presence of stochastic trend (Q2643023) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
• Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)