Pages that link to "Item:Q2930908"
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The following pages link to Statistical tests for a single change in mean against long-range dependence (Q2930908):
Displaying 17 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Testing for a change of the long-memory parameter (Q3837369) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Testing for change in mean for associated random variables (Q5078869) (← links)
- Testing for a single mean with transformed data (Q5087946) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- (Q5381838) (← links)
- Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series (Q6585935) (← links)
- Test of change point versus long-range dependence in functional time series (Q6641042) (← links)
