A simple test of changes in mean in the possible presence of long-range dependence (Q135933): Difference between revisions
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Revision as of 20:39, 19 March 2024
scientific article
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English | 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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