The multiple change-points problem for the spectral distribution
type: Item
instance of: scholarly article
title: The multiple change-points problem for the spectral distribution
zbMATH Open document ID: 0998.62077
DOI: 10.2307/3318759
author: M. Lavielle
author: Carenne Ludeña
published in: Bernoulli
publication date: 2002-12-01T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1081282692
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1547285
zbMATH Keywords: detection of change-points
zbMATH Keywords: long range dependence
zbMATH Keywords: maximal inequality
zbMATH Keywords: spectral estimation
zbMATH Keywords: penalized minimum contrast estimate
zbMATH Keywords: quadratic forms
zbMATH Keywords: Whittle likelihood
zbMATH Keywords: uniform convergence
zbMATH Keywords: EEG analysis
MaRDI profile type: Publication
OpenAlex ID: W2158254928
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description: scientific article; zbMATH DE number 1547285