Pages that link to "Item:Q3616259"
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The following pages link to An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259):
Displaying 8 items.
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- Bayesian methods for change-point detection in long-range dependent processes (Q3440773) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
