Pages that link to "Item:Q4600788"
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The following pages link to Estimation of structural mean breaks for long-memory data sets (Q4600788):
Displaying 14 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573) (← links)