Testing for a change of the long-memory parameter (Q3837369)

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Testing for a change of the long-memory parameter
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    Testing for a change of the long-memory parameter (English)
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    24 July 1997
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    critical values
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    change point
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    fractional ARIMA
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    fractional Gaussian noise
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    long-range dependence
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    stationarity
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    time series
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    rates of convergence
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    functional central limit theorem
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    quadratic forms
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