On discriminating between long-range dependence and changes in mean

István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao

Publikation: Beitrag in einer Fachzeitschrift › Artikel

Treatment code (Nähere Zuordnung)

@article{7847e75621e747a193270be8b1c4d24a,

title = "On discriminating between long-range dependence and changes in mean",

author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th and Piotr Kokoszka and Qi-Man Shao",

year = "2006",

language = "English",

volume = "34",

pages = "1140--1165",

journal = "The Annals of Statistics",

issn = "2168-8966",

publisher = "Institute of Mathematical Statistics",

number = "3",

}