Testing and estimating for change in long memory parameter (Q5290898): Difference between revisions

@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/10629360500107766
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+W2103105069
@@ Property / OpenAlex ID: W2103105069 / rank @@
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@@ Property / cites work @@
+Testing for a change of the long-memory parameter
@@ Property / cites work: Testing for a change of the long-memory parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian methods for change-point detection in long-range dependent processes
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@@ Property / cites work @@
+Limit theorems for quadratic forms with applications to Whittle's estimate
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@@ Property / cites work @@
+Change-point detection in long-memory processes
@@ Property / cites work: Change-point detection in long-memory processes / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
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@@ Property / cites work @@
+Noncentral limit theorems for quadratic forms in random variables having long-range dependence
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@@ Property / cites work @@
+Limit theorems for functionals of moving averages
@@ Property / cites work: Limit theorems for functionals of moving averages / rank @@
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@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank