A simple test of changes in mean in the possible presence of long-range dependence (Q135933): Difference between revisions

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A simple test of changes in mean in the possible presence of long-range dependence
scientific article

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    32
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    6
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    598-606
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    1 February 2011
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    4 October 2013
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    A simple test of changes in mean in the possible presence of long-range dependence (English)
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    change point
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    long-range dependent
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    spurious long memory
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    structural break
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