A simple test of changes in mean in the possible presence of long-range dependence (Q135933)
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scientific article; zbMATH DE number 6213606
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| English | A simple test of changes in mean in the possible presence of long-range dependence |
scientific article; zbMATH DE number 6213606 |
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32
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6
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598-606
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1 February 2011
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4 October 2013
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A simple test of changes in mean in the possible presence of long-range dependence (English)
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change point
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long-range dependent
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spurious long memory
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structural break
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0.9020886421203612
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0.8914710283279419
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0.8876050114631653
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0.8846021890640259
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0.8710940480232239
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