Change-point detection in long-memory processes (Q5947225): Difference between revisions

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+W2038780942
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+Q4865042
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+Testing for a change of the long-memory parameter
@@ Property / cites work: Testing for a change of the long-memory parameter / rank @@
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+Q5288953
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+Q4348180
@@ Property / cites work: Q4348180 / rank @@
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+Q3911791
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+A u-i approach to retrospective testing for shifting parameters in a linear model
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+Limit theorems for the union-intersection test
@@ Property / cites work: Limit theorems for the union-intersection test / rank @@
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+Limit theorems for quadratic forms with applications to Whittle's estimate
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+Q3729765
@@ Property / cites work: Q3729765 / rank @@
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