Testing for structural change in regression with long memory processes
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Cites work
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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Cited in
(18)- Long memory versus structural breaks: an overview
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
- Bootstrap testing for discontinuities under long-range dependence
- Residual empirical processes for long and short memory time series
- Testing for structural change in conditional models
- Structural changes estimation for strongly dependent processes
- Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
- A simple test of changes in mean in the possible presence of long-range dependence
- A simple test on structural change in long-memory time series
- Testing for structural change in a long-memory environment
- Modelling structural breaks, long memory and stock market volatility: an overview
- The S-estimator in the change-point random model with long memory
- An empirical-likelihood-based structural-change test for INAR processes
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
- Structural breaks in time series
- Sieve bootstrap monitoring for change from short to long memory
- Local Fourier tests for structural change based on residuals
- Testing for a Structural Break at Unknown Date with Long-memory Disturbances
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