Pages that link to "Item:Q2442575"
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The following pages link to Testing for a break in trend when the order of integration is unknown (Q2442575):
Displaying 15 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- A modified test against spurious long memory (Q1663949) (← links)
- Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- Testing for a break at an unknown change-point: A test with known size in small samples (Q1960343) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
