✦ LIBER ✦

Change-Point Estimation of Fractionally Integrated Processes

✍ Scribed by Chung-Ming Kuan; Chih-Chiang Hsu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Local Whittle estimation of multi-variat

✍ Frank S. Nielsen 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 610 KB

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Change-point estimation of nonstationary

✍ Yu-Chin Hsu; Chung-Ming Kuan 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 222 KB

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✍ Jeffrey S. Pai; Nalini Ravishanker 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 367 KB

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✍ Fouskitakis, G.N.; Fassois, S.D. 📂 Article 📅 1999 🏛 IEEE 🌐 English ⚖ 410 KB

Estimating the fractionally integrated p

✍ Terence Tai-leung Chong; Gilbert Chiu-sing Lui 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 646 KB