Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366): Difference between revisions

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+.1456
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+Long-range Dependence: Revisiting Aggregation with Wavelets
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+A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion
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+Statistical study of the wavelet analysis of fractional Brownian motion
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+Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
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+Testing for a change of the long-memory parameter
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+Wavelet analysis and synthesis of fractional Brownian motion
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+The change-point problem for dependent observations
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+Change-point detection in long-memory processes
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+Q4407611
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+Detection of multiple changes in a sequence of dependent variables
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+The multiple change-points problem for the spectral distribution
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+Detection of multiple change-points in multivariate time series
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+On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
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