On discriminating between long-range dependence and changes in mean

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

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)1140-1165
JournalThe annals of statistics
Volume34
Issue number3
Publication statusPublished - 2006

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

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