On discriminating between long-range dependence and changes in mean (Q2500449)

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On discriminating between long-range dependence and changes in mean
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    title
    On discriminating between long-range dependence and changes in mean (English)
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    author
    István Berkes
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    Lajos Horváth
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    Piotr S. Kokoszka
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    Qui-Man Shao
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    publication date
    24 August 2006
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    Mathematics Subject Classification ID
    62M10
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    62G10
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    65C60
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    zbMATH DE Number
    5049034
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    zbMATH Keywords
    change-point in mean
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    CUSUM
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    long-range dependence
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    variance of the mean
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    OpenAlex ID
    W2054254519
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    arXiv ID
    math/0607803
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