Browsing All of EconStor by Author Wenger, Kai
Showing results 1 to 5 of 5
| Year of Publication | Title | Author(s) |
| 2017 | A simple test on structural change in long-memory time series | Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp |
| 2017 | Change-in-mean tests in long-memory time series: A review of recent developments | Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp |
| 2017 | The memory of volatility | Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp |
| 2018 | Fixed-bandwidth CUSUM tests under long memory | Leschinski, Christian; Wenger, Kai |
| 2020 | Testing for multiple structural breaks in multivariate long memory time series | Sibbertsen, Philipp; Wenger, Kai; Wingert, Simon |
