Monitoring memory parameter change-points in long-memory time series
Zhanshou Chen, Yanting Xiao, Fuxiao Li
| Year of publication: |
2021
|
|---|---|
| Authors: | Chen, Zhanshou ; Xiao, Yanting ; Li, Fuxiao |
| Subject: | Long-memory process | Change-point monitoring | Sieve bootstrap | Fractional Brownian motion | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01840-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012585571