Statistical tests for a single change in mean against long-range dependence (Q2930908)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical tests for a single change in mean against long-range dependence |
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Statistical tests for a single change in mean against long-range dependence (English)
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20 November 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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GPH estimator
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local Whittle estimator
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