Change point in variance of fractionally integrated noise (Q6579428)
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scientific article; zbMATH DE number 7887523
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| English | Change point in variance of fractionally integrated noise |
scientific article; zbMATH DE number 7887523 |
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Change point in variance of fractionally integrated noise (English)
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25 July 2024
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change point in variance
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fractionally integrated noise
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long memory
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quasi-maximum likelihood estimator
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Rosenblatt process
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