The following pages link to Long memory and regime switching (Q5952029):
Displaying 17 items.
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Age-coherent extensions of the Lee–Carter model (Q5861818) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
- Forecasting highly persistent time series with bounded spectrum processes (Q6099124) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- Statistical inference for rough volatility: central limit theorems (Q6591582) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
- An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models (Q6617829) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
- Considering long-memory when testing for changepoints in surface temperature: a classification approach based on the time-varying spectrum (Q6626113) (← links)
- A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model (Q6634899) (← links)
