| Long memory versus structural breaks: An overview P Sibbertsen Statistical Papers 45 (4), 465-515, 2004 | 110 | 2004 |
| Testing for a break in persistence under long‐range dependencies P Sibbertsen, R Kruse Journal of Time Series Analysis 30 (3), 263-285, 2009 | 107 | 2009 |
| Prophylactic HPV vaccination after conization: A systematic review and meta-analysis M Jentschke, J Kampers, J Becker, P Sibbertsen, P Hillemanns Vaccine 38 (41), 6402-6409, 2020 | 95 | 2020 |
| Statistik: Einführung für Wirtschafts-und Sozialwissenschaftler P Sibbertsen, H Lehne Springer-Verlag, 2012 | 93 | 2012 |
| Long memory in volatilities of German stock returns P Sibbertsen Empirical Economics 29, 477-488, 2004 | 93 | 2004 |
| Testing for a break in the persistence in yield spreads of EMU government bonds P Sibbertsen, C Wegener, T Basse Journal of Banking & Finance 41, 109-118, 2014 | 92 | 2014 |
| Testing for structural change in the presence of long memory W Krämer, P Sibbertsen Technical Report, 2000 | 89 | 2000 |
| Generating schemes for long memory processes: regimes, aggregation and linearity J Davidson, P Sibbertsen Journal of econometrics 128 (2), 253-282, 2005 | 85 | 2005 |
| Measuring model risk P Sibbertsen, G Stahl, C Luedtke Diskussionsbeitrag, 2008 | 43 | 2008 |
| Empirical likelihood confidence intervals for the mean of a long‐range dependent process DJ Nordman, P Sibbertsen, SN Lahiri Journal of Time Series Analysis 28 (4), 576-599, 2007 | 41 | 2007 |
| Tests of bias in log-periodogram regression J Davidson, P Sibbertsen Economics Letters 102 (2), 83-86, 2009 | 38 | 2009 |
| The memory of stock return volatility: Asset pricing implications DBB Nguyen, M Prokopczuk, P Sibbertsen Journal of Financial Markets 47, 100487, 2020 | 36 | 2020 |
| Phillips-Perron-type unit root tests in the nonlinear ESTAR framework C Rothe, P Sibbertsen Allgemeines Statistisches Archiv 90, 439-456, 2006 | 34 | 2006 |
| Modeling water flow of the Rhine River using seasonal long memory M Lohre, P Sibbertsen, T Könning Water Resources Research 39 (5), 2003 | 31 | 2003 |
| A multivariate test against spurious long memory P Sibbertsen, C Leschinski, M Busch Journal of Econometrics 203 (1), 33-49, 2018 | 28 | 2018 |
| Long memory vs. structural change in financial time series W Krämer, P Sibbertsen, C Kleiber Technical Report, 2001 | 26 | 2001 |
| Protective operative techniques in radical hysterectomy in early cervical carcinoma and their influence on disease-free and overall survival: a systematic review and meta … J Kampers, E Gerhardt, P Sibbertsen, T Flock, R Klapdor, H Hertel, ... Archives of Gynecology and Obstetrics 304 (3), 577-587, 2021 | 23 | 2021 |
| A simple test on structural change in long-memory time series K Wenger, C Leschinski, P Sibbertsen Economics Letters 163, 90-94, 2018 | 22 | 2018 |
| Log-periodogram estimation of the memory parameter of a long-memory process under trend P Sibbertsen Statistics & probability letters 61 (3), 261-268, 2003 | 22 | 2003 |
| On robust local polynomial estimation with long-memory errors J Beran, Y Feng, S Ghosh, P Sibbertsen International Journal of forecasting 18 (2), 227-241, 2002 | 21 | 2002 |
