Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940)
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scientific article; zbMATH DE number 6261443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood inference for discriminating between long‐memory and change‐point models |
scientific article; zbMATH DE number 6261443 |
Statements
Likelihood inference for discriminating between long‐memory and change‐point models (English)
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25 February 2014
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hypothesis testing
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change-point
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structural break
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long-memory time series
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ARFIMA model
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likelihood ratio test
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Whittle likelihood
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