Testing for changes in the mean or variance of long memory processes (Q627588): Difference between revisions

@@ Property / author @@
-Jian-Jun Xu
@@ Property / author: Jian-Jun Xu / rank @@
-Normal rank
@@ Property / author @@
-Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
-Normal rank
@@ Property / author @@
+Jian-Jun Xu
@@ Property / author: Jian-Jun Xu / rank @@
+Normal rank
@@ Property / author @@
+Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10114-010-7193-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2070848131
@@ Property / OpenAlex ID: W2070848131 / rank @@
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+Change in autoregressive processes
@@ Property / cites work: Change in autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Detection of changes in linear sequences
@@ Property / cites work: Detection of changes in linear sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and estimating change-points in time series
+Normal rank
@@ Property / cites work @@
+Testing for changes in the mean or variance of a stochastic process under weak invariance
+Normal rank
@@ Property / cites work @@
+Testing for structural change in a long-memory environment
+Normal rank
@@ Property / cites work @@
+Change‐Point Estimation of Fractionally Integrated Processes
+Normal rank
@@ Property / cites work @@
+Testing for a Structural Break at Unknown Date with Long-memory Disturbances
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Strong approximation for long memory processes with applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:627588