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Results 11-20 of 55.

Year of Publication	Title	Author(s)
2010	Long memory and changing persistence	Kruse, Robinson; Sibbertsen, Philipp
2020	Testing for multiple structural breaks in multivariate long memory time series	Sibbertsen, Philipp; Wenger, Kai; Wingert, Simon
2007	Testing for a break in persistence under long-range dependencies	Sibbertsen, Philipp; Kruse, Robinson
2013	Testing for a break in the persistence in yield spreads of EMU government bonds	Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias
2017	The long memory of equity volatility: International evidence	Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp
2011	Modellrisiko	Stahl, Gerhard; Sibbertsen, Philipp; Bertram, Philip
2022	Roth's theorem implies a weakened version of the ABC conjecture for special cases	Sibbertsen, Philipp; Müller, Karsten; Lampert, Timm; Taktikos, Michael
2013	A unified framework for testing in the linear regression model under unknown order of fractional integration	Christensen, Bent Jesper; Kruse, Robinson; Sibbertsen, Philipp
2019	Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium	Rodrigues, Paulo M. M.; Sibbertsen, Philipp; Voges, Michelle
2012	A simple specification procedure for the transition function in persistent nonlinear time series models	Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp