Estimation methods for the LRD parameter under a change in the mean (Q2633430)
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scientific article; zbMATH DE number 7052574
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| English | Estimation methods for the LRD parameter under a change in the mean |
scientific article; zbMATH DE number 7052574 |
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Estimation methods for the LRD parameter under a change in the mean (English)
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8 May 2019
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Hurst parameter
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estimation
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jump
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long-range dependence
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long memory
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change-point problems
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0.85564107
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0.8500656
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0.84543586
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0.84480006
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0.84209263
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