Pages that link to "Item:Q2208689"
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The following pages link to Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689):
Displaying 9 items.
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Structural breaks in time series (Q2852477) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- Estimation of structural mean breaks for long-memory data sets (Q4600788) (← links)