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