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

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