Pages that link to "Item:Q4255274"
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The following pages link to Change‐Point Estimation of Fractionally Integrated Processes (Q4255274):
Displaying 28 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616) (← links)
- Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions (Q861410) (← links)
- On rapid change points under long memory (Q989259) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- Change-point estimation of nonstationary \(I(d)\) processes (Q1934679) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- Estimation of change point for switching fractional diffusion processes (Q2875276) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- (Q2971501) (← links)
- The S-estimator in the change-point random model with long memory (Q3143500) (← 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)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- Estimating a change point in the long memory parameter (Q4979111) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)
- Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
