Monitoring mean and variance change-points in long-memory time series
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Publication:2165444
DOI10.1007/s11424-021-0222-1zbMath1492.62131OpenAlexW3210880403MaRDI QIDQ2165444
Fuxiao Li, Yuhong Xing, Zhanshou Chen, L. Zhu
Publication date: 19 August 2022
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-021-0222-1
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32) Non-Markovian processes: hypothesis testing (62M07)
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