Pages that link to "Item:Q4221689"
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The following pages link to Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (Q4221689):
Displaying 21 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- A study of wavelet analysis and data extraction from second-order self-similar time series (Q460127) (← links)
- Spurious regression (Q609686) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Stationarity test based on density approach (Q5114479) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Long memory and regime switching (Q5952029) (← links)
