The effect of long-range dependence on change-point estimators (Q135915): Difference between revisions

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+October 2000Timestamp +2000-10-29T00:00:00Z
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@@ Property / publication date: 29 October 2000 / rank @@
+Normal rank
@@ Property / author @@
+Lajos Horváth
@@ Property / author: Lajos Horváth / rank @@
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@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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@@ Property / title @@
+The effect of long-range dependence on change-point estimators (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62078
@@ Property / zbMATH Open document ID: 0946.62078 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
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@@ Property / zbMATH DE Number @@
+1082937
@@ Property / zbMATH DE Number: 1082937 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change-point estimation
@@ Property / zbMATH Keywords: change-point estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long-range dependence
@@ Property / zbMATH Keywords: long-range dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
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@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Change-point problem and bootstrap
@@ Property / cites work: Change-point problem and bootstrap / rank @@
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@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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+Q3827448
@@ Property / cites work: Q3827448 / rank @@
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@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
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@@ Property / cites work @@
+Change in autoregressive processes
@@ Property / cites work: Change in autoregressive processes / rank @@
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@@ Property / cites work @@
+The Effect of Serial Correlation on the Performance of CUSUM Tests
+Normal rank
@@ Property / cites work @@
+Cube root asymptotics
@@ Property / cites work: Cube root asymptotics / rank @@
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@@ Property / cites work @@
+On the residuals of autoregressive processes and polynomial regression
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@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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@@ Property / cites work @@
+Moment Inequalities for the Maximum Cumulative Sum
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@@ Property / cites work @@
+The joint density of the maximum and its location for a Wiener process with drift
+Normal rank
@@ Property / cites work @@
+The effect of serial correlation on tests for parameter change at unknown time
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@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
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@@ Property / cites work @@
+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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@@ Property / cites work @@
+Q3729765
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+https://doi.org/10.1016/s0378-3758(96)00208-x
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+W1999747140
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+Publication:135915