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

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Revision as of 00:06, 20 March 2024

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Testing for changes in the mean or variance of long memory processes
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    Testing for changes in the mean or variance of long memory processes (English)
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    2 March 2011
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    change-point
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    moving-average process
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    invariance principle
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    fractional Brownian motion
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