Pages that link to "Item:Q257526"
From MaRDI portal
The following pages link to Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526):
Displaying 3 items.
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)