Testing for structural change in a long-memory environment

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

John Geweke, Susan Porter‐Hudak · Journal of Time Series Analysis · 1983 · 3K citations

Business, Economics, Econometrics +16

Gaussian Semiparametric Estimation of Long Range Dependence

Peter M. Robinson · The Annals of Statistics · 1995 · 1.5K citations

Natural Sciences, Decision Sciences, Econometrics +16

Log-Periodogram Regression of Time Series with Long Range Dependence

Peter M. Robinson · The Annals of Statistics · 1995 · 1.2K citations · Full text

Social Sciences, Economics, Econometrics +11

Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series

Robert Fox, Murad S. Taqqu · The Annals of Statistics · 1986 · 885 citations · Full text

Engineering, Electrical Engineering, Econometrics +12

Long memory and persistence in aggregate output

Francis X. Diebold, Glenn D. Rudebusch · Journal of Monetary Economics · 1989 · 552 citations

Social Sciences, Data Science, Macroeconomics +10