Pages that link to "Item:Q2324321"
From MaRDI portal
The following pages link to Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321):
Displaying 6 items.
- 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)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)