A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140)
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scientific article; zbMATH DE number 7087238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter |
scientific article; zbMATH DE number 7087238 |
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A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (English)
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30 July 2019
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change-point tests
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long memory parameter
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self-normalization
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time series
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spectrum
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