Constancy test for FARIMA long memory processes (Q458109)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constancy test for FARIMA long memory processes |
scientific article |
Statements
Constancy test for FARIMA long memory processes (English)
0 references
30 September 2014
0 references
long memory process
0 references
FARIMA models
0 references
change point
0 references
CUSUM test
0 references
QMLE
0 references
0 references
0 references
