𝔖 Bobbio Scriptorium
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Change point detection in scale family distributions

✍ Scribed by Reza Habibi


Book ID
111014391
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
715 KB
Volume
63
Category
Article
ISSN
0039-0402

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We discuss some methods to test for possible changes in the parameters of a long-memory sequence. We obtain the limit distributions of the test statistics under the no-change null hypothesis. The consistency of the tests is also investigated.