Hypothesis testing, change‐point, structural break, long‐memory time series, ARFIMA model, likelihood ratio test, Whittle likelihood
High‐dimensional time series, factor analysis, asymptotics, information criterion, out‐of‐sample prediction
Coverage error, Edgeworth expansion, higher‐order cumulants, periodogram, Whittle likelihood
ARFIMA models, empirical likelihood, Whittle likelihood, Bartlett correction
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