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Long memory and changepoint models: a spectral classification procedure - MaRDI portal

Long memory and changepoint models: a spectral classification procedure (Q1702010)

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scientific article; zbMATH DE number 6844367
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Long memory and changepoint models: a spectral classification procedure
scientific article; zbMATH DE number 6844367

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    Long memory and changepoint models: a spectral classification procedure (English)
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    27 February 2018
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    classification
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    long memory
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    changepoint
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    wavelet spectrum
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    non-stationarity
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