On rapid change points under long memory
DOI10.1016/J.JSPI.2010.04.051zbMATH Open1204.62150OpenAlexW2157460168MaRDI QIDQ989259FDOQ989259
Authors: Patricia Menéndez, Sucharita Ghosh, Jan Beran
Publication date: 19 August 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.051
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Cited In (6)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
- Surface estimation under local stationarity
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
- Computation of Spatial Gini Coefficients
- On local slope estimation in partial linear models under Gaussian subordination
- On estimation of mean and covariance functions in repeated time series with long-memory errors
Uses Software
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