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On rapid change points under long memory · Study

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ArticleOn rapid change points under long memory

Patricia Menéndez2010

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Articlegreen2010

On rapid change points under long memory

Patricia Menéndez · Sucharita Ghosh · Jan Beran

16 citations·0/0 files stored·Journal of Statistical Planning and Inference

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Advanced Statistical Process Monitoring Statistical Methods and Inference Advanced Statistical Methods and Models

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References

1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1981Fractional Differencing 1996Statistics for Long-Memory Processes.1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance 1997Limit theorems in change-point analysis 2003Theory and applications of long-range dependence 1970Inference About the Change-Point in a Sequence of Random Variables 1997Statistics for Long-Memory Processes

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Details

Year2010

Typearticle

Published2010-05-17

VenueJournal of Statistical Planning and Inference

ISSN-L0378-3758

Languageen

Citations16

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1016/j.jspi.2010.04.051

openalex_workW2157460168

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