Change-of-variance problem for linear processes with long memory
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-005-0288-1.pdf
Reference25 articles.
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4. Burke MD, Csörgő M, Csörgő S, Révész P (1979) Approximations of the empirical process when parameters are estimated. Ann. Prob. 7, 790–810
5. Csörgő M, Horváth L (1988) Invariance principles for change-point problems. J. Multivariate Anal. 27, 151–168
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