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Results 1-10 of 12.

Year of Publication	Title	Author(s)
2009	Testing for a break in persistence under long-range dependencies and mean shifts	Sibbertsen, Philipp; Willert, Juliane
2007	Testing for a break in persistence under long-range dependencies	Sibbertsen, Philipp; Kruse, Robinson
2005	Phillips-Perron-type unit root tests in the nonlinear ESTAR framework	Rothe, Christoph; Sibbertsen, Philipp
2005	Tests of Bias in Log-Periodogram Regression	Davidson, James E. H.; Sibbertsen, Philipp
2007	Can we distinguish between common nonlinear time series models and long memory?	Kuswanto, Heri; Sibbertsen, Philipp
2009	Testing for long memory against ESTAR nonlinearities	Kuswanto, Heri; Sibbertsen, Philipp
2006	Divergence of credit valuation in Germany: Continuous theory and discrete practice	Weibach, Rafael; Sibbertsen, Philipp
2009	Forecasting long memory time series under a break in persistence	Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson
2008	A Study on spurious long memory in nonlinear time series models	Kuswanto, Heri; Sibbertsen, Philipp
2005	Empirical likelihood confidence intervals for the mean of a long-range dependent process	Nordman, Daniel; Sibbertsen, Philipp; Lahiri, Soumendra N.