Semiparametric Detection of Changes in Long Range Dependence (Q5237527)
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scientific article; zbMATH DE number 7119460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Detection of Changes in Long Range Dependence |
scientific article; zbMATH DE number 7119460 |
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Semiparametric Detection of Changes in Long Range Dependence (English)
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18 October 2019
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long memory
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persistence
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break
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local Whittle estimate
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Monte Carlo method
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