Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

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Documentation for package ‘memochange’ version 1.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

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memochange-package	memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
BP_estim	Breakpoint estimators for a change in persistence
CUSUMfixed	Self-normalized CUSUM tests for structural change under long memory.
CUSUMLM	CUSUM long memory test for a single change in the mean of a long-memory time series.
CUSUM_simple	Simple test for change-in-mean under long memory
cusum_test	Cusum-type test against a change in persistence
fixbsupw	Fixed-b sup Wald test for a single change in the mean of a long-memory time series.
LBI_test	Locally best invariant test against a change in persistence
LKSN_test	DF-type test against a change in persistence
memochange	memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
MR_test	LM test against a change in persistence
pb_sim	Simulates persistence-break process
ratio_test	Ratio-based test against a change in persistence
snsupwald	Self-normalized sup Wald test for a single change in the mean of a long-memory time series.
snwilcoxon	Self-normalized Wilcoxon test for a single change in the mean of a long-memory time series.
wilcoxonLM	Wilcoxon long memory test for a single change in the mean of a long-memory time series.