Change-Point Detection in Long-Memory Processes-Reference-Cited by-同舟云学术

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Change-Point Detection in Long-Memory Processes

Published:2001-08 Issue:2 Volume:78 Page:218-234
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Horváth Lajos

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference13 articles.

1. Statistical methods for data with long-range dependence (with discussion);Beran;Statist. Sci.,1992

2. Statistics for Long-Memory Processes;Beran,1994

3. The variable-bit-rate video traffic and long-range dependence;Beran;IEEE Trans. Commun.,1995

4. Testing for a change of the long-memory parameter;Beran;Biometrika,1996

5. Weighted Approximations in Probability and Statistics;Csörgő,1993

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Data-driven semi-parametric detection of multiple changes in long-range dependent processes;Electronic Journal of Statistics;2020-01-01

2. Spatio-Temporal Data Mining;ACM Computing Surveys;2019-07-31

3. Considering long‐memory when testing for changepoints in surface temperature: A classification approach based on the time‐varying spectrum;Environmetrics;2019-04-22

4. DETECTION OF NONCONSTANT LONG MEMORY PARAMETER;Econometric Theory;2013-10

5. Segmentation of time series with long-range fractal correlations;The European Physical Journal B;2012-06

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