Change-point detection in long-memory processes (Q5947225)
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scientific article; zbMATH DE number 1660656
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Change-point detection in long-memory processes |
scientific article; zbMATH DE number 1660656 |
Statements
Change-point detection in long-memory processes (English)
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2001
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Whittle's estimate
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weight function
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weak convergence
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Brownian bridge
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long-range dependence
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0.8916156888008118
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0.8778903484344482
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0.8751959204673767
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0.8655416965484619
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0.8593438267707825
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