Estimating a change point in the long memory parameter (Q4979111)
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scientific article; zbMATH DE number 6304786
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| English | Estimating a change point in the long memory parameter |
scientific article; zbMATH DE number 6304786 |
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Estimating a change point in the long memory parameter (English)
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16 June 2014
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break in persistence
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long memory
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change point
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0.8400388956069946
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0.8300444483757019
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0.8204394578933716
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0.8035055994987488
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0.8020648956298828
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