Testing and estimating for change in long memory parameter
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/10.1080/10629360500107766
Reference12 articles.
1. Testing for a change of the long-memory parameter
2. Bayesian methods for change-point detection in long-range dependent processes
3. Limit theorems for quadratic forms with applications to Whittle's estimate
4. Change-Point Detection in Long-Memory Processes
5. THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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