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Testing for a Change of the Long-Memory Parameter

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📜 SIMILAR VOLUMES

Testing for a Change of the Long-Memory

✍ Jan Beran and Norma Terrin 📂 Article 📅 1996 🏛 Oxford University Press 🌐 English ⚖ 940 KB

Estimating a change point in the long me

✍ Keiko Yamaguchi 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 403 KB

Testing for structural change in a long-

✍ Javier Hidalgo; Peter M. Robinson 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 890 KB

Testing for changes in the mean or varia

✍ Yun Xia Li; Jian Jun Xu; Li Xin Zhang 📂 Article 📅 2010 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 312 KB

Bayesian Wavelet-Based Methods for the D

✍ Kyungduk Ko; Vannucci, M. 📂 Article 📅 2006 🏛 IEEE 🌐 English ⚖ 355 KB

AUTOMATIC SEMIPARAMETRIC ESTIMATION OF T

✍ Clifford M. Hurvich; Kaizo I. Beltrao 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 728 KB