Testing and estimating for change in long memory parameter (Q5290898)

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scientific article; zbMATH DE number 5021840
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Testing and estimating for change in long memory parameter
scientific article; zbMATH DE number 5021840

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    Testing and estimating for change in long memory parameter (English)
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    3 May 2006
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    asymptotic property
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    change-point estimation
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    long memory
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