Pages that link to "Item:Q135933"

The following pages link to A simple test of changes in mean in the possible presence of long-range dependence (Q135933):

Displaying 36 items.

• memochange (Q43245) (← links)
• Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
• A simple test on structural change in long-memory time series (Q135940) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
• Testing for a change in mean under fractional integration (Q1695680) (← links)
• Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• A piecewise polynomial trend against long range dependence (Q2515861) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
• Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• Testing for a change of the long-memory parameter (Q3837369) (← links)
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
• Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• (Q5381838) (← links)
• Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)
• LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
• Multiple change-point models for time series (Q6626121) (← links)