Publications

Less, V., Rodrigues, P., Sibbertsen, P. (2025): Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models | 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