A simple test of changes in mean in the possible presence of long-range dependence (Q135933): Difference between revisions

@@ Property / publication date @@
+October 2013Timestamp +2013-10-04T00:00:00Z
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++2013-10-04T00:00:00Z
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@@ Property / publication date: 4 October 2013 / rank @@
+Normal rank
@@ Property / author @@
+Xiao-Feng Shao
@@ Property / author: Xiao-Feng Shao / rank @@
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@@ Property / title @@
+A simple test of changes in mean in the possible presence of long-range dependence (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62223
@@ Property / zbMATH Open document ID: 1273.62223 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+P12
@@ Property / Mathematics Subject Classification ID: 62P12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6213606
@@ Property / zbMATH DE Number: 6213606 / rank @@
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@@ Property / zbMATH Keywords @@
+change point
@@ Property / zbMATH Keywords: change point / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long-range dependent
@@ Property / zbMATH Keywords: long-range dependent / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spurious long memory
@@ Property / zbMATH Keywords: spurious long memory / rank @@
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@@ Property / zbMATH Keywords @@
+structural break
@@ Property / zbMATH Keywords: structural break / rank @@
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+longmemo
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+https://doi.org/10.1111/j.1467-9892.2010.00717.x
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+W1847315472
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@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
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@@ links / mardi / name / links / mardi / name @@
+Publication:135933