Philipp Sibbertsen

Available identifiers

zbMath Open sibbertsen.philippMaRDI QIDQ379925

List of research outcomes

Publication	Date of Publication	Type
Long memory, spurious memory: persistence in range-based volatility of exchange rates	2024-01-16	Paper
Information criteria for nonlinear time series models	2023-03-30	Paper
Roth's Theorem implies a Weakened Version of the ABC Conjecture for Special Cases	2022-08-30	Paper
Do algebraic numbers follow Khinchin's Law?	2022-08-30	Paper
A comparison of semiparametric tests for fractional cointegration	2022-01-07	Paper
Distinguishing between breaks in the mean and breaks in persistence under long memory	2020-11-03	Paper
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany	2020-01-20	Paper
Change-in-mean tests in long-memory time series: a review of recent developments	2019-09-11	Paper
A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models	2018-12-13	Paper
A simple test on structural change in long-memory time series	2018-10-05	Paper
Inference on the long-memory properties of time series with non-stationary volatility	2018-09-03	Paper
A multivariate test against spurious long memory	2018-03-22	Paper
A simple test on structural change in long-memory time series	2018-02-01	Paper
Fractional integration versus level shifts: the case of realized asset correlations	2013-11-11	Paper
Weak identification in the ESTAR model and a new model	2013-10-09	Paper
The power of the KPSS-test for cointegration when residuals are fractionally integrated	2013-01-07	Paper
On tests for linearity against STAR models with deterministic trends	2012-12-27	Paper
Testing for a break in persistence under long-range dependencies and mean shifts	2012-09-20	Paper
Testing for a break in persistence under long-range dependencies	2011-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q3551878	2010-04-16	Paper
Testing for a break in persistence under long-range dependencies	2009-05-01	Paper
Empirical likelihood confidence intervals for the mean of a long‐range dependent process	2007-12-16	Paper
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework	2007-04-26	Paper
Long memory vs. structural change in financial time series	2005-10-11	Paper
Long memory versus structural breaks: an overview	2005-02-11	Paper
Log-periodogram estimation of the memory parameter of a long-memory process under trend.	2004-03-14	Paper
Nonparametric M-estimation with long-memory errors	2003-10-14	Paper
S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend	2001-09-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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