Pages that link to "Item:Q135940"

The following pages link to A simple test on structural change in long-memory time series (Q135940):

Displaying 11 items.

• memochange (Q43245) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
• A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← 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)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)