Pages that link to "Item:Q5205274"

The following pages link to TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274):

Displaying 9 items.

• Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
• On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• Fractional integration and structural breaks at unknown periods of time (Q3608192) (← links)
• A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)