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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
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Variance change-point detection in panel data models
Li, Fuxiao; Zheng, Tian; Xiao, Yanting; Chen, Zhanshou - In: Economics letters 126 (2015), pp. 140-143
Persistent link: https://www.econbiz.de/10011376444
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou; Xing, Yuhong; Li, Fuxiao - In: Economics letters 140 (2016), pp. 53-56
Persistent link: https://www.econbiz.de/10011615973
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Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou; Xu, Qiongyao; Li, Huini - In: Economics letters 179 (2019), pp. 53-56
Persistent link: https://www.econbiz.de/10012121700