On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation |
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On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (English)
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30 July 2014
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hypothesis tests
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size and power
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short- and long-range dependence
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changes in mean
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local Whittle estimator
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bootstrap
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