Limit theorems in change-point problems with multivariate long-range dependent observations
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Publication:4451688
DOI10.1524/stnd.21.3.283.23432zbMath1053.62091OpenAlexW2228123903MaRDI QIDQ4451688
Publication date: 1 March 2004
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.21.3.283.23432
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) (L^p)-limit theorems (60F25)
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