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Year of PublicationTitleAuthor(s)
2012On tests for linearity against STAR models with deterministic trendsKaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp
2010Long memory and changing persistenceKruse, Robinson; Sibbertsen, Philipp
2007Testing for a break in persistence under long-range dependenciesSibbertsen, Philipp; Kruse, Robinson
2013A unified framework for testing in the linear regression model under unknown order of fractional integrationChristensen, Bent Jesper; Kruse, Robinson; Sibbertsen, Philipp
2012A simple specification procedure for the transition function in persistent nonlinear time series modelsKaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp
2009Forecasting long memory time series under a break in persistenceHeinen, Florian; Sibbertsen, Philipp; Kruse, Robinson