Statistical tests for a single change in mean against long-range dependence
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2011.00747.x/fullpdf
Reference43 articles.
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2. Long range dependence, unbalanced Haar wavelet transformation and changes in local mean level;Baek;International Journal of Wavelets Multiresolution and Information Processing,2009
3. Least squares estimation of a shift in linear processes;Bai;Journal of Time Series Analysis,1994
4. On discriminating between long-range dependence and changes in mean;Berkes;The Annals of Statistics,2006
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