References

• 1975Weak convergence to fractional brownian motion and to the rosenblatt process794 cited
• 2012Structural breaks in time series444 cited
• 1996Monitoring Structural Change386 cited
• 2007Monitoring General Linear Profiles Using Multivariate Exponentially Weighted Moving Average Schemes288 cited
• 2013Inference for single and multiple change‐points in time series148 cited
• 2017A MOSUM procedure for the estimation of multiple random change points144 cited
• 1996Testing for a change of the long-memory parameter139 cited
• 1996Testing for structural change in a long-memory environment107 cited
• 2008Type I and type II fractional Brownian motions: A reconsideration97 cited
• 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
• 1997The effect of long-range dependence on change-point estimators85 cited
• 2007Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes73 cited
• 2016Testing for Change‐Points in Long‐Range Dependent Time Series by Means of a Self‐Normalized Wilcoxon Test42 cited
• 2018Modified sequential change point procedures based on estimating functions42 cited
• 2009Ratio test for variance change point in linear process with long memory