Reference health
Long memory versus structural breaks: An overview
1 of 39 checkable references need attention · checked 2026-08-09
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1017/S0021900200019215
The 38 checked references that resolve
resolves10.2307/2951753
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
resolves10.1111/j.2517-6161.1995.tb02054.x
Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models
resolves10.1111/j.2517-6161.1975.tb01532.x
Techniques for Testing the Constancy of Regression Relationships Over Time
resolves10.1017/S0266466600165028
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC
INTEGRALS II
resolves10.1017/S0266466600165016
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE
TO STOCHASTIC INTEGRALS I
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/j.1467-9892.1983.tb00371.x
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
resolves10.1016/S0304-4076(02)00197-5
Rescaled variance and related tests for long memory in volatility and levels
resolves10.1111/j.1467-9892.1980.tb00297.x
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
resolves10.1111/1467-9892.00075
The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series
resolves10.1002/(SICI)1099-131X(199901)18:1<17::AID-FOR686>3.0.CO;2-M
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter
resolves10.1007/BF00532867
Limit theorems on the self-normalized range for weakly and strongly dependent processes
resolves10.1016/S0167-7152(02)00358-9
Log-periodogram estimation of the memory parameter of a long-memory process under trend
resolves10.1007/BF00532868
Weak convergence to fractional brownian motion and to the rosenblatt process
resolves10.1111/1467-9892.00050
Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
The 9 references without a DOI — listed, not checked
no DOI — not checkedBeran, J. (1994):Statistics for long-memory processes. Chapman & Hall, New York.
no DOI — not checkedBeran, J., Feng, Y. (1999): “Local polynomial fitting with long-memory errors.”Working paper, University of Konstanz.
no DOI — not checkedBeran, J., Feng, Y., Ocker, D. (1998): “SEMIFAR models”Working paper, University of Konstanz.
no DOI — not checkedDavidson, J. (2000): “When is a time series I(0)? Evaluating the Memory Properties of Nonlinear Dynamic Models.”Working Paper, Cardiff Business School.
no DOI — not checkedFan, J., Gijbels, I. (1996):Local polynomial modeling and its applications. Chapman & Hall, London.
no DOI — not checkedGranger, C. W. J., Hyung, N. (1999): “Occasional structural breaks and long memory.”Discussion paper 99-14, University of California, SatSan Diego.
no DOI — not checkedKrämer, W., Sibbertsen, P. (2003): “Testing for structural change in the presence of long memory”.International Journal of Business and Economics 1, 235–243.
no DOI — not checkedLohre, M., Sibbertsen, P. (2002): “Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins”.Hydrology and Water Resources Management 46, 166–174.
no DOI — not checkedStock, J. H. (1994): “Unit roots and trend breaks”. In R. F. Engle and D. Mc Fadden (eds)Handbook of Econometrics, Volume IV, North-Holland, Amsterdam.
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