Change-of-variance problem for linear processes with long memory
| Year of publication: |
2006
|
|---|---|
| Authors: | Wang, Lihong ; Wang, Jinde |
| Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 2, p. 279-298
|
| Publisher: |
Springer |
| Subject: | Change of variance | Limiting distribution | Linear process | Long memory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008486774