Research output
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Essays on Detecting Structural Breaks in Fractional Cointegration and Long-Memory Time Series
Krischan, F., 16 Jan 2026, Hannover: Leibniz Universität Hannover. 18 p.Research output: Thesis › Doctoral thesis
Open Access -
Monitoring breaks in fractional cointegration
Dierkes, M., Fitter, K. & Sibbertsen, P., 2026, In: Communications in Statistics - Theory and Methods. 55, 12, p. 3637-3657 21 p.Research output: Contribution to journal › Article › Research › peer review
Open Access -
ORKM: An R package for online multi-view data clustering
Yu, M., Li, S. & Guo, G., 28 Jan 2026, In: NEUROCOMPUTING. 663, 131973.Research output: Contribution to journal › Article › Research › peer review
Projects
- 2 Finished
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The effect of structural changes to inference in long-memory time series
Sibbertsen, P. (Principal Investigator)
1 Dec 2017 → 30 Nov 2021
Project: Research
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The effect of structural changes to inference in long-memory time series
Sibbertsen, P. (Principal Investigator)
1 Sept 2014 → 30 Aug 2017
Project: Research