Pages that link to "Item:Q5452778"
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The following pages link to Detecting Multiple Changes in Persistence (Q5452778):
Displaying 8 items.
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
- A note on estimating a structural change in persistence (Q2440469) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)