Change point detection for the mean of long range dependence sequence (Q2824889)
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scientific article; zbMATH DE number 6635365
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Change point detection for the mean of long range dependence sequence |
scientific article; zbMATH DE number 6635365 |
Statements
6 October 2016
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long range dependence
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change point in the mean
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ratio test
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Monte Carlo method
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0.96555907
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0.9241904
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0.9110783
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0.91088444
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0.9049386
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0.90482616
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Change point detection for the mean of long range dependence sequence (English)
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