SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Long memory versus structural breaks: An overview · Study

ArticleShelves

ArticleLong memory versus structural breaks: An overview

Philipp Sibbertsen2004

OA

Articlegreen2004

Long memory versus structural breaks: An overview

Philipp Sibbertsen

82 citations·0/0 files stored·Statistical Papers

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Time Series Analysis and Forecasting

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 82 citations exist upstream.

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1968Fractional Brownian Motions, Fractional Noises and Applications 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 1981Fractional Differencing 1995Log-Periodogram Regression of Time Series with Long Range Dependence 1996Modeling and pricing long memory in stock market volatility 2001Long memory and regime switching

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009Fractional Integration and Cointegration: An Overview and an Empirical Applicationchapter · 13 shared references 2011The Long Range Dependence Paradigm for Macroeconomics and Financepreprint · 11 shared references 2005Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integrationarticle · 10 shared references 2009Long Memory in US Real Output Per Capitapreprint · 10 shared references 2006On discriminating between long-range dependence and changes in meanarticle · 9 shared references 2004Estimation and interpretation of 1/fα noise in human cognitionarticle · 8 shared references

Details

Year2004

Typearticle

Published2004-10-01

VenueStatistical Papers

ISSN-L0932-5026

Languageen

Citations82

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1007/bf02760564

openalex_workW1494044263

Links

Imported from OpenAlex (CC0) — nothing here is generated.