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

Journal of Statistical Planning and Inference

Volumn 64, Issue 1, 1997, Pages 57-81

  Horváth, Lajos ^a   Kokoszka, Piotr ^b  

^a UNIVERSITY OF UTAH   (United States)

^b UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

Change point estimation; Fractional Brownian motion; Long range dependence

Indexed keywords

EID: 0031592008     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00208-x     Document Type: Article

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