Pages that link to "Item:Q5430506"
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The following pages link to CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506):
Displaying 36 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- On tests for changes in persistence (Q135925) (← links)
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
- Ratio-based estimators for a change point in persistence (Q528070) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- Wald tests for detecting multiple structural changes in persistence (Q2847584) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Bootstrap testing for persistence changes with heavy-tailed dependent sequences (Q2858191) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- CUSUM test for change point in stochastic trend with stationary process (Q3131106) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- The Cusum Test for Parameter Change in Time Series Models (Q4828219) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Wilcoxon rank test for change in persistence (Q5163042) (← links)
- ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS (Q5199502) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
- Testing for a rational bubble under long memory (Q5745639) (← links)
- A modified CUSUM test for orthogonal structural changes (Q5958407) (← links)
- Likelihood ratio test for change in persistence (Q6164680) (← links)
