Pages that link to "Item:Q3608192"
From MaRDI portal
The following pages link to Fractional integration and structural breaks at unknown periods of time (Q3608192):
Displaying 20 items.
- Detecting changes from short to long memory (Q657089) (← links)
- The stochastic permanent break model and the fractional integration hypothesis (Q702239) (← links)
- Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Structural change and the order of integration in univariate time series (Q1827432) (← links)
- A mean shift break in the US interest rate. (Q1852937) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- Fractional integration and deterministic trends. An investigation and an illustration with the US GNP (Q3440051) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- Structural changes estimation for strongly dependent processes (Q5218917) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
