Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance change point detection for fractional Brownian motion based on the likelihood ratio test |
scientific article |
Statements
Variance change point detection for fractional Brownian motion based on the likelihood ratio test (English)
0 references
27 June 2022
0 references
estimator
0 references
fractional Brownian motion
0 references
long memory
0 references
short memory
0 references
change point detection
0 references
