A simple test of changes in mean in the possible presence of long-range dependence
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Publication:135933
DOI10.1111/j.1467-9892.2010.00717.xzbMath1273.62223OpenAlexW1847315472MaRDI QIDQ135933
Publication date: 1 February 2011
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00717.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: hypothesis testing (62M07)
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Uses Software
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