Pages that link to "Item:Q2815049"
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The following pages link to Inference on a structural break in trend with fractionally integrated errors (Q2815049):
Displaying 11 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- A note on estimating a structural change in persistence (Q2440469) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
- (Q4489932) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← 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)