Pages that link to "Item:Q1762969"

The following pages link to Long memory versus structural breaks: an overview (Q1762969):

Displaying 30 items.

• Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Generalized wavelet Fisher's information of \(1 / f^\alpha\) signals (Q277808) (← links)
• Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
• Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• Monitoring persistence change in infinite variance observations (Q744739) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Lack of fit test for long memory regression models (Q779683) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
• Memory and infrequent breaks (Q1589599) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← links)
• Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
• Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
• Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
• A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• A new time-varying model for forecasting long-memory series (Q2664998) (← links)
• On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587) (← links)
• Structural breaks in time series (Q2852477) (← links)
• The Sensitivity of Detrended Long-Memory Processes (Q2864692) (← links)
• The S-estimator in the change-point random model with long memory (Q3143500) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
• Testing for long memory in the presence of a general trend (Q4537308) (← links)
• A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)