Pages that link to "Item:Q5075573"
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The following pages link to Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573):
Displaying 6 items.
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
- A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Estimation of structural mean breaks for long-memory data sets (Q4600788) (← links)