Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406)

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Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion
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    Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (English)
    change-point test
    cusum
    fractional Brownian motion
    high-frequency data
    Hurst exponent
    sunspot

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