Testing for change points in time series models and limiting theorems for NED sequences

Annals of Statistics

Volumn 35, Issue 3, 2007, Pages 1213-1237

  Ling, Shiqing ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Change point; Long memory FARIMA; Strong invariance principle; Strong law of large numbers; Wald test

Indexed keywords

EID: 49649112011     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000001514     Document Type: Article

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