Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778406 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Term Memory in Stock Market Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4740120 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of 2-D noisy fractional Brownian motion and its applications using wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particles and fields in fluid turbulence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The screening and ranking algorithm to detect DNA copy number variations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wild binary segmentation for multiple change-point detection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4494545 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing and Locating Variance Changepoints with Application to Stock Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Detection of Changepoints With a Linear Computational Cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiscale detection and location of multiple variance changes in the presence of long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Newton-Raphson method for the solution of systems of equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum likelihood method for testing changes in the parameters of normal observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: The integrated periodogram for stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet analysis of long-range-dependent traffic / rank
 
Normal rank

Latest revision as of 10:44, 29 July 2024

scientific article
Language Label Description Also known as
English
Variance change point detection for fractional Brownian motion based on the likelihood ratio test
scientific article

    Statements

    Variance change point detection for fractional Brownian motion based on the likelihood ratio test (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    27 June 2022
    0 references
    estimator
    0 references
    fractional Brownian motion
    0 references
    long memory
    0 references
    short memory
    0 references
    change point detection
    0 references
    0 references
    0 references

    Identifiers