On discriminating between long-range dependence and changes in mean (Q2500449)
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scientific article; zbMATH DE number 5049034
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On discriminating between long-range dependence and changes in mean |
scientific article; zbMATH DE number 5049034 |
Statements
On discriminating between long-range dependence and changes in mean (English)
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24 August 2006
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change-point in mean
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CUSUM
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long-range dependence
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variance of the mean
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0.9020886421203612
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0.8674982190132141
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0.8644799590110779
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0.8525176644325256
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