• Title of article

    Change-Point Detection in Long-Memory Processes

  • Author/Authors

    Horvلth، نويسنده , , Lajos، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2001
  • Pages
    17
  • From page
    218
  • To page
    234
  • Abstract
    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.
  • Keywords
    Weight function , Whittleיs estimate , weak convergence , Brownian bridge , long-range dependence
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2001
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557722

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557722