Long memory and changepoint models: a spectral classification procedure
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Publication:1702010
DOI10.1007/s11222-017-9731-0zbMath1384.62293OpenAlexW2588239216WikidataQ93048013 ScholiaQ93048013MaRDI QIDQ1702010
Publication date: 27 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-017-9731-0
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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