{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,30]],"date-time":"2026-03-30T21:48:07Z","timestamp":1774907287667,"version":"3.50.1"},"reference-count":23,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2008,12,23]],"date-time":"2008-12-23T00:00:00Z","timestamp":1229990400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Methods Appl"],"published-print":{"date-parts":[[2009,11]]},"DOI":"10.1007\/s10260-008-0112-x","type":"journal-article","created":{"date-parts":[[2008,12,22]],"date-time":"2008-12-22T08:27:53Z","timestamp":1229934473000},"page":"543-553","source":"Crossref","is-referenced-by-count":7,"title":["Testing structural breaks versus long memory with the Box\u2013Pierce statistics: a Monte Carlo study"],"prefix":"10.1007","volume":"18","author":[{"given":"Luisa","family":"Bisaglia","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Margherita","family":"Gerolimetto","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2008,12,23]]},"reference":[{"key":"112_CR1","doi-asserted-by":"crossref","first-page":"47","DOI":"10.2307\/2998540","volume":"66","author":"J Bai","year":"1998","unstructured":"Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66: 47\u201378","journal-title":"Econometrica"},{"key":"112_CR2","volume-title":"Statistics for long-memory processes","author":"J Beran","year":"1994","unstructured":"Beran J (1994) Statistics for long-memory processes. Chapman and Hall, London"},{"key":"112_CR3","doi-asserted-by":"crossref","first-page":"1140","DOI":"10.1214\/009053606000000254","volume":"34","author":"I Berkes","year":"2006","unstructured":"Berkes I, Horvath L, Kokoszka P, Shao QM (2006) On discriminating between long-range dependence and changes in mean. Ann Stat 34: 1140\u20131165","journal-title":"Ann Stat"},{"key":"112_CR4","doi-asserted-by":"crossref","first-page":"1509","DOI":"10.1080\/01621459.1970.10481180","volume":"65","author":"GEP Box","year":"1970","unstructured":"Box GEP, Pierce DA (1970) Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. J Am Stat Assoc 65: 1509\u20131526","journal-title":"J Am Stat Assoc"},{"key":"112_CR5","doi-asserted-by":"crossref","first-page":"83","DOI":"10.1080\/07350015.1990.10509779","volume":"8","author":"C Chen","year":"1990","unstructured":"Chen C, Tiao GC (1990) Random level-shift time series models, ARIMA approximations, and level-shift detection. J Bus Econ Stat 8: 83\u201397","journal-title":"J Bus Econ Stat"},{"key":"112_CR6","doi-asserted-by":"crossref","first-page":"131","DOI":"10.1016\/S0304-4076(01)00073-2","volume":"105","author":"FX Diebold","year":"2001","unstructured":"Diebold FX, Inoue A (2001) Long memory and regime switching. J Econom 105: 131\u2013159","journal-title":"J Econom"},{"key":"112_CR7","doi-asserted-by":"crossref","unstructured":"Dolado JJ, Gonzalo J, Mayoral L (2004) A simple test of long-memory vs. structural breaks in the time domain: what is what? Universidad Carlos III de Madrid (unpublished manuscript)","DOI":"10.2139\/ssrn.1002295"},{"key":"112_CR8","doi-asserted-by":"crossref","first-page":"553","DOI":"10.1162\/003465399558382","volume":"81","author":"RF Engle","year":"1999","unstructured":"Engle RF, Smith AD (1999) Stochastic permanent breaks. Rev Econ Stat 81: 553\u2013574","journal-title":"Rev Econ Stat"},{"key":"112_CR9","doi-asserted-by":"crossref","first-page":"1033","DOI":"10.1017\/S0021900200019215","volume":"38","author":"L Giraitis","year":"2001","unstructured":"Giraitis L, Kokoszka PS, Leipus R (2001) Testing for long memory in the presence of a general trend. J Appl Probab 38: 1033\u20131054","journal-title":"J Appl Probab"},{"key":"112_CR10","doi-asserted-by":"crossref","first-page":"399","DOI":"10.1016\/j.jempfin.2003.03.001","volume":"11","author":"CWJ Granger","year":"2004","unstructured":"Granger CWJ, Hyung N (2004) Occasional structural breaks and long memory with an application to the SP500 absolute stock returns. J Empir Finance 11: 399\u2013421","journal-title":"J Empir Finance"},{"key":"112_CR11","doi-asserted-by":"crossref","first-page":"357","DOI":"10.2307\/1912559","volume":"57","author":"JD Hamilton","year":"1989","unstructured":"Hamilton JD (1989) A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 57: 357\u2013384","journal-title":"Econometrica"},{"key":"112_CR12","doi-asserted-by":"crossref","first-page":"261","DOI":"10.1016\/0304-4076(95)01740-2","volume":"73","author":"JRM Hosking","year":"1996","unstructured":"Hosking JRM (1996) Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series. J Econom 73: 261\u2013284","journal-title":"J Econom"},{"key":"112_CR13","doi-asserted-by":"crossref","first-page":"289","DOI":"10.1016\/j.econlet.2005.02.017","volume":"88","author":"CC Hsu","year":"2005","unstructured":"Hsu CC (2005) Long memory ore structural change: an empirical examination on inflation rates. Econ Lett 88: 289\u2013294","journal-title":"Econ Lett"},{"key":"112_CR14","first-page":"67","volume":"1","author":"HR Kunsch","year":"1987","unstructured":"Kunsch HR (1987) Statistical aspects of self-similar processes. Proc First World Congress Bernoulli Soc 1: 67\u201374","journal-title":"Proc First World Congress Bernoulli Soc"},{"key":"112_CR15","doi-asserted-by":"crossref","first-page":"265","DOI":"10.1093\/biomet\/66.2.265","volume":"66","author":"GM Ljung","year":"1979","unstructured":"Ljung GM, Box GEP (1979) The likelihood function of stationary autoregressive-moving average models. Biometrika 66: 265\u2013270","journal-title":"Biometrika"},{"key":"112_CR16","doi-asserted-by":"crossref","first-page":"161","DOI":"10.1198\/073500107000000340","volume":"26","author":"A Ohanissian","year":"2008","unstructured":"Ohanissian A, Russell JR, Tsay RS (2008) True or spurious long memory? A new test. J Bus Econ Stat 26: 161\u2013175","journal-title":"J Bus Econ Stat"},{"key":"112_CR17","unstructured":"Perron P, Qu Z (2007) An analytical evaluation of the log-periodogram estimate in the presence of level shift and its implications for stock returns volatility, Boston University (unpublished manuscript)"},{"key":"112_CR18","unstructured":"R Development Core Team (2006) R: A Language and Environment for Statistical Computing, R Foundation for Statistical Computing,Vienna, Austria. http:\/\/www.R-project.org"},{"key":"112_CR19","doi-asserted-by":"crossref","first-page":"1048","DOI":"10.1214\/aos\/1176324636","volume":"23","author":"P Robinson","year":"1995","unstructured":"Robinson P (1995) Log-periodogram regression of time series with long range dependence. Ann Stat 23: 1048\u20131072","journal-title":"Ann Stat"},{"key":"112_CR20","unstructured":"Shimotsu K (2006) Simple (but effective) tests of long memory versus structural breaks, Queen\u2019s Economics Department, Working Paper No. 1101"},{"key":"112_CR21","doi-asserted-by":"crossref","first-page":"321","DOI":"10.1198\/073500104000000280","volume":"23","author":"A Smith","year":"2005","unstructured":"Smith A (2005) Level shifts and the illusion of long memory in economic time series. J Bus Econ Stat 23: 321\u2013335","journal-title":"J Bus Econ Stat"},{"key":"112_CR22","doi-asserted-by":"crossref","first-page":"165","DOI":"10.1016\/0304-4076(92)90084-5","volume":"53","author":"FB Sowell","year":"1992","unstructured":"Sowell FB (1992) Maximum likelihood estimation of stationary univariate fractionally integrated time series models. J Econom 53: 165\u2013188","journal-title":"J Econom"},{"key":"112_CR23","volume-title":"Hypothesis testing in time series analysis","author":"P Whittle","year":"1951","unstructured":"Whittle P (1951) Hypothesis testing in time series analysis. Hafner, New York"}],"container-title":["Statistical Methods and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-008-0112-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10260-008-0112-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-008-0112-x","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,6]],"date-time":"2025-02-06T09:44:25Z","timestamp":1738835065000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10260-008-0112-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,12,23]]},"references-count":23,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2009,11]]}},"alternative-id":["112"],"URL":"https:\/\/doi.org\/10.1007\/s10260-008-0112-x","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"value":"1618-2510","type":"print"},{"value":"1613-981X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2008,12,23]]}}}