Testing for a change of the long-memory parameter (Q3837369): Difference between revisions
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Latest revision as of 23:42, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a change of the long-memory parameter |
scientific article |
Statements
Testing for a change of the long-memory parameter (English)
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24 July 1997
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critical values
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change point
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fractional ARIMA
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fractional Gaussian noise
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long-range dependence
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stationarity
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time series
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rates of convergence
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functional central limit theorem
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quadratic forms
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