مرکز منطقه ای اطلاع رساني علوم و فناوري - The effect of long-range dependence on change-point estimators

Title of article :

The effect of long-range dependence on change-point estimators

Author/Authors :

Lajos Horvath، نويسنده , , Piotr Kokoszka، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

To page :

Keywords :

Change-point estimation , long-range dependence , fractional Brownian motion

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1997

Journal title :

Journal of Statistical Planning and Inference

Record number :

218394

Link To Document :