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Essays on spurious long memory time series
Busch, Marie Theres - 2018
Persistent link: https://www.econbiz.de/10012240530
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Robust CUSUM-M test in the presence of long-memory disturbances
Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10001519333
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S-estimation in the nonlinear regression model with long-memory error terms
Sibbertsen, Philipp - 1999
Persistent link: https://www.econbiz.de/10001439129
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Robuste Parameterschätzung im linearen Regressionsmodell bei Fehlertermen mit langem Gedächtnis
Sibbertsen, Philipp - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001364375
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Nonparametric M-estimation with long-memory errors
Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10001601969
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp; Venetis, Ioannis - 2003
Persistent link: https://www.econbiz.de/10001813104
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Long-memory versus structural breaks : an overview
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001626879
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Generating schemes for long memory processes : regimes, aggregation and linearity
Davidson, James E. H.; Sibbertsen, Philipp - 2002
Persistent link: https://www.econbiz.de/10001742258
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Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675713
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Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.; Sibbertsen, Philipp - In: Journal of econometrics 128 (2005) 2, pp. 253-282
Persistent link: https://www.econbiz.de/10003091350