Change-in-mean problem for long memory time series models with applications
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949650701216604
Reference28 articles.
1. The effect of long-range dependence on change-point estimators
2. Testing and estimating for change in long memory parameter
3. Change-of-variance problem for linear processes with long memory
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