Testing for changes in the mean or variance of long memory processes (Q627588)
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scientific article; zbMATH DE number 5859378
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| English | Testing for changes in the mean or variance of long memory processes |
scientific article; zbMATH DE number 5859378 |
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Testing for changes in the mean or variance of long memory processes (English)
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2 March 2011
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change-point
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moving-average process
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invariance principle
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fractional Brownian motion
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0.8722761273384094
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0.8660807013511658
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0.8655416965484619
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0.8654060363769531
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0.855692446231842
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