Pages that link to "Item:Q657089"
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The following pages link to Detecting changes from short to long memory (Q657089):
Displaying 16 items.
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616) (← links)
- Detecting fuzzy periodic patterns in futures spreads (Q744771) (← links)
- Lack of fit test for long memory regression models (Q779683) (← 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)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Nearest neighbors estimation for long memory functional data (Q2220297) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
