Statistical tests for a single change in mean against long-range dependence (Q2930908)
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scientific article; zbMATH DE number 6371634
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| English | Statistical tests for a single change in mean against long-range dependence |
scientific article; zbMATH DE number 6371634 |
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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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0.8914710283279419
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0.8674982190132141
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0.8541774749755859
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0.8540952801704407
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0.8481466770172119
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