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Change point detection for the mean of long range dependence sequence - MaRDI portal

Change point detection for the mean of long range dependence sequence (Q2824889)

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scientific article; zbMATH DE number 6635365
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English
Change point detection for the mean of long range dependence sequence
scientific article; zbMATH DE number 6635365

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    6 October 2016
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    long range dependence
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    change point in the mean
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    ratio test
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    Monte Carlo method
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    Change point detection for the mean of long range dependence sequence (English)
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