Constancy test for FARIMA long memory processes
DOI10.1016/J.JKSS.2010.09.001zbMATH Open1296.62174OpenAlexW1977614596MaRDI QIDQ458109FDOQ458109
Authors: Okyoung Na, Sangyeol Lee, Jiyeon Lee 
Publication date: 30 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2010.09.001
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Cites Work
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- Testing for a change of the long-memory parameter
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- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
- On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
- Testing for change points in time series models and limiting theorems for NED sequences
- Limit theorems for quadratic forms with applications to Whittle's estimate
- Change-point detection in long-memory processes
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