Testing for change points in time series models and limiting theorems for NED sequences (Q2642747)
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English | Testing for change points in time series models and limiting theorems for NED sequences |
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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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