The multiple change-points problem for the spectral distribution

Bernoulli

Volumn 6, Issue 5, 2000, Pages 845-869

  Lavielle, Marc ^a   Ludena, Carenne ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Detection of change points; Long range dependence; Maximal inequality; Nonparametric spectral estimation; Penalized minimum contrast estimate; Quadratic forms; Whittle likelihood

Indexed keywords

EID: 0011005760     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318759     Document Type: Article

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