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

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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Testing for a change in the parameter values and order of an autoregressive model
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+Change in autoregressive processes
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+Detection of changes in linear sequences
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+Testing and estimating change-points in time series
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+Testing for changes in the mean or variance of a stochastic process under weak invariance
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+Testing for structural change in a long-memory environment
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+Change‐Point Estimation of Fractionally Integrated Processes
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+Testing for a Structural Break at Unknown Date with Long-memory Disturbances
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Strong approximation for long memory processes with applications
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