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Forecasting long memory time series under a break in persistence
Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson - 2009
Persistent link: https://www.econbiz.de/10003898521
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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - 2010
Persistent link: https://www.econbiz.de/10008651702
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A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper; Kruse, Robinson; Sibbertsen, … - 2013
Persistent link: https://www.econbiz.de/10010195657
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On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - 2012
Persistent link: https://www.econbiz.de/10009535121