We provide a method for distinguishing long-range dependence from deterministic trends such as structural breaks. The …

We discuss the increasing literature on misspecifying structural breaks or more general trends as long range dependence … memory parameter when structural breaks or trends are in the data but long-memory is not. It can be seen that it is hard to … distinguish deterministic trends from long-range dependence. …

We show that small trends do not influence log-periodogram based estimators for the memory parameter in a stationary … invertible long-memory process. In the case of slowly decaying trends which are easily confused with long-range dependence we … show by Monte Carlo methods that the tapered periodogram is quite robust against these trends and thus provides a good …

We provide a method for distinguishing long-range dependence from deterministic trends such as structural breaks. The …

We show that small trends do not influence log-periodogram based estimators for the memory parameter in a stationary … invertible long-memory process. In the case of slowly decaying trends which are easily confused with long-range dependence we … show by Monte Carlo methods that the tapered periodogram is quite robust against these trends and thus provides a good …

We discuss the increasing literature on misspecifying structural breaks or more general trends as long range dependence … memory parameter when structural breaks or trends are in the data but long-memory is not. It can be seen that it is hard to … distinguish deterministic trends from long-range dependence. …

We provide a method for distinguishing long-range dependence from deterministic trends such as structural breaks. The …

We show that small trends do not influence log-periodogram based estimators for the memory parameter in a stationary … invertible long-memory process. In the case of slowly decaying trends which are easily confused with long-range dependence we … show by Monte Carlo methods that the tapered periodogram is quite robust against these trends and thus provides a good …

We discuss the increasing literature on misspecifying structural breaks or more general trends as long range dependence … memory parameter when structural breaks or trends are in the data but long-memory is not. It can be seen that it is hard to … distinguish deterministic trends from long-range dependence. …