The effect of long-range dependence on change-point estimators
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Publication:135915
DOI10.1016/s0378-3758(96)00208-xzbMath0946.62078OpenAlexW1999747140MaRDI QIDQ135915
Lajos Horváth, Piotr Kokoszka, Lajos Horváth, Piotr S. Kokoszka
Publication date: October 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00208-x
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)
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Uses Software
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