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Likelihood inference for discriminating between long-memory and change-point models

✍ Scribed by Chun Yip Yau; Richard A. Davis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Marginal likelihood for Markov-switching

✍ Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V.K. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 997 KB

Change-Point Estimation in Long Memory N

✍ Wang, Lihong 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 307 KB

Wavelet change-point estimation for long

✍ Lihong Wang; Haiyan Cai 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 441 KB

CHANGE-POINT DETECTION WITH RANK STATIST

✍ Lihong Wang 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 161 KB

Discriminating between changes in bias a

✍ Rebecca C. Grider; Kenneth J. Malmberg 📂 Article 📅 2008 🏛 Psychonomic Society Publications 🌐 English ⚖ 633 KB