Constancy test for FARIMA long memory processes (Q458109)
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scientific article; zbMATH DE number 6349822
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| default for all languages | No label defined |
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| English | Constancy test for FARIMA long memory processes |
scientific article; zbMATH DE number 6349822 |
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Constancy test for FARIMA long memory processes (English)
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30 September 2014
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long memory process
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FARIMA models
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change point
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CUSUM test
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QMLE
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0.8124955296516418
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0.8092830181121826
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0.8003801703453064
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0.7975797057151794
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