Testing for changes in the mean or variance of long memory processes (Q627588)
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scientific article; zbMATH DE number 5859378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for changes in the mean or variance of long memory processes |
scientific article; zbMATH DE number 5859378 |
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Testing for changes in the mean or variance of long memory processes (English)
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2 March 2011
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change-point
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moving-average process
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invariance principle
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fractional Brownian motion
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