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The multiple change-points problem for the spectral distribution - MaRDI portal

The multiple change-points problem for the spectral distribution (Q1590229)

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scientific article; zbMATH DE number 1547285
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English
The multiple change-points problem for the spectral distribution
scientific article; zbMATH DE number 1547285

    Statements

    The multiple change-points problem for the spectral distribution (English)
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    1 December 2002
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    detection of change-points
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    long range dependence
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    maximal inequality
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    spectral estimation
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    penalized minimum contrast estimate
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    quadratic forms
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    Whittle likelihood
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    uniform convergence
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    EEG analysis
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