A simple test of changes in mean in the possible presence of 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.1467-9892.2010.00717.x/fullpdf
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4. SEMIFAR models - a semiparametric approach to modelling trends, long-range dependence and nonstationarity;Beran;Computational Statistics and Data Analysis,2002
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