Pages that link to "Item:Q4979323"
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The following pages link to DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323):
Displayed 7 items.
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)