Testing for structural change in regression with long memory processes
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Cites work
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Cited in
(19)- 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 conditional models
- Sieve bootstrap monitoring for change from short to long memory
- Long memory versus structural breaks: an overview
- Testing for structural change in a long-memory environment
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
- Modelling structural breaks, long memory and stock market volatility: an overview
- Structural breaks in time series
- Local Fourier tests for structural change based on residuals
- The S-estimator in the change-point random model with long memory
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- Testing for a Structural Break at Unknown Date with Long-memory Disturbances
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- Bootstrap testing for discontinuities under long-range dependence
- Residual empirical processes for long and short memory time series
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