Change‐Point Estimation of Fractionally Integrated Processes (Q4255274)
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scientific article; zbMATH DE number 1323418
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Change‐Point Estimation of Fractionally Integrated Processes |
scientific article; zbMATH DE number 1323418 |
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Change‐Point Estimation of Fractionally Integrated Processes (English)
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10 August 1999
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change-point estimation
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fractional Brownian motion
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fractionally integrated processes
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0.9131572
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0.89417523
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0.8877136
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0.87798065
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0.87641436
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