Publikationen

Less, V. and Sibbertsen, P. (2022): Estimation and Testing in a Perturbed Multivariate Long Memory Framework | File |

Wenger, K. and Less, V. (2020): A Modified Wilcoxon Test for Change Points in Long-Range Dependent Time Series,  Economics Letters, Volume 192, 109237
DOI: https://doi.org/10.1016/j.econlet.2020.109237