Change-point estimation of nonstationary \(I(d)\) processes (Q1934679): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fractional differencing / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Change‐Point Estimation of Fractionally Integrated Processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Fractional Unit Root Distribution / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence / rank | |||
Normal rank |
Latest revision as of 04:15, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Change-point estimation of nonstationary \(I(d)\) processes |
scientific article |
Statements
Change-point estimation of nonstationary \(I(d)\) processes (English)
0 references
29 January 2013
0 references
least-squares estimator
0 references
spurious change
0 references
0 references