Testing for change points in time series models and limiting theorems for NED sequences (Q2642747)
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scientific article; zbMATH DE number 5186967
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| English | Testing for change points in time series models and limiting theorems for NED sequences |
scientific article; zbMATH DE number 5186967 |
Statements
Testing for change points in time series models and limiting theorems for NED sequences (English)
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4 September 2007
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change-point
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long-memory FARIMA
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strong invariance principle
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strong law of large numbers
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Wald test
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0.7946558594703674
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0.7818247675895691
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0.7811501026153564
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0.7650695443153381
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0.7631843686103821
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