Pages that link to "Item:Q3837369"

The following pages link to Testing for a change of the long-memory parameter (Q3837369):

Displaying 48 items.

• Testing for a break in persistence under long-range dependencies (Q135936) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Constancy test for FARIMA long memory processes (Q458109) (← links)
• Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• Fractional stochastic differential equations with applications to finance (Q713467) (← links)
• A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
• Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
• LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
• On rapid change points under long memory (Q989259) (← links)
• A two-sample test for comparison of long memory parameters (Q990895) (← links)
• Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590) (← links)
• Serial rank statistics for detection of changes. (Q1424484) (← links)
• A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
• Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
• Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
• Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
• A new time-varying model for forecasting long-memory series (Q2664998) (← links)
• Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
• Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (Q3015869) (← links)
• On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
• Monitoring the parameter changes in general ARIMA time series models (Q3591875) (← links)
• Fractional integration and structural breaks at unknown periods of time (Q3608192) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
• A test of location for data with slowly decaying serial correlations (Q3823027) (← links)
• Goodness if fit tests and long-range dependence (Q3976428) (← links)
• A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
• Estimating a change point in the long memory parameter (Q4979111) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
• Structural changes estimation for strongly dependent processes (Q5218917) (← links)
• Bayesian Inference for ARFIMA Models (Q5226139) (← 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 and estimating for change in long memory parameter (Q5290898) (← links)
• Test for Parameter Change in Linear Processes Based on Whittle's Estimator (Q5421563) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Change-point detection in long-memory processes (Q5947225) (← links)
• LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
• Considering long-memory when testing for changepoints in surface temperature: a classification approach based on the time-varying spectrum (Q6626113) (← links)