The effect of long-range dependence on change-point estimators (Q135915): Difference between revisions
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| Property / DOI: 10.1016/S0378-3758(96)00208-X / rank | |||||||||||||||
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29 October 2000
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| Property / publication date: 29 October 2000 / rank | |||||||||||||||
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| Property / author: Lajos Horváth / rank | |||||||||||||||
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| Property / author: Piotr S. Kokoszka / rank | |||||||||||||||
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The effect of long-range dependence on change-point estimators (English) | |||||||||||||||
| Property / title: The effect of long-range dependence on change-point estimators (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 0946.62078 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62M09 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 60G10 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 60G15 / rank | |||||||||||||||
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| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 1082937 / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
change-point estimation | |||||||||||||||
| Property / zbMATH Keywords: change-point estimation / rank | |||||||||||||||
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long-range dependence | |||||||||||||||
| Property / zbMATH Keywords: long-range dependence / rank | |||||||||||||||
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fractional Brownian motion | |||||||||||||||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||||||||||||||
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Revision as of 18:41, 19 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of long-range dependence on change-point estimators |
scientific article |
Statements
64
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1
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57-81
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October 1997
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29 October 2000
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The effect of long-range dependence on change-point estimators (English)
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change-point estimation
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long-range dependence
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fractional Brownian motion
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