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Testing for structural change in a long-memory environment

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2002Bayesian methods for change‐point detection in long‐range dependent processes123 cited
2005Volatility comovement: a multifrequency approach110 cited
2007Long memory and structural changes in the forward discount: An empirical investigation106 cited
2005How can we Define the Concept of Long Memory? An Econometric Survey101 cited
2009Nonlinearity and temporal dependence95 cited

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2005Level Shifts and the Illusion of Long Memory in Economic Time Series91 cited

2004Long memory versus structural breaks: An overview82 cited

2000Long Memory and Regime Switching80 cited

2012Inflation persistence in the Euro area before and after the European Monetary Union51 cited

2013Detecting multiple breaks in long memory the case of U.S. inflation50 cited

2006Further Evidence on the Statistical Properties of Real GNP*47 cited

2002Testing for Structural Changes in the Presence of Long Memory46 cited

2003Regime-Switching and the Estimation of Multifractal Processes40 cited

2007What is What?: A Simple Time-Domain Test of Long-Memory vs. Structural Breaks37 cited

2013Forecasting a long memory process subject to structural breaks33 cited

2004Volatility Comovement: A Multifrequency Approach31 cited