The effect of long-range dependence on change-point estimators (Q135915)
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scientific article; zbMATH DE number 1082937
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The effect of long-range dependence on change-point estimators |
scientific article; zbMATH DE number 1082937 |
Statements
64
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1
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57-81
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October 1997
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29 October 2000
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The effect of long-range dependence on change-point estimators (English)
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change-point estimation
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long-range dependence
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fractional Brownian motion
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0.9175699
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0.91332144
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0.91159993
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0.90681744
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0.90319127
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0.9029131
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0.90177906
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0.9017699
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Lajos Horváth
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Piotr Kokoszka
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