On discriminating between long-range dependence and changes in mean

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

Research output: Contribution to journalArticleResearch

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

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

Berkes, I., Horváth, L., Kokoszka, P., & Shao, Q-M. (2006). On discriminating between long-range dependence and changes in mean. The annals of statistics, 34(3), 1140-1165.

On discriminating between long-range dependence and changes in mean. / Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man.

In: The annals of statistics, Vol. 34, No. 3, 2006, p. 1140-1165.

Research output: Contribution to journalArticleResearch

Berkes, I, Horváth, L, Kokoszka, P & Shao, Q-M 2006, 'On discriminating between long-range dependence and changes in mean' The annals of statistics, vol. 34, no. 3, pp. 1140-1165.
Berkes, István ; Horváth, Lajos ; Kokoszka, Piotr ; Shao, Qi-Man. / On discriminating between long-range dependence and changes in mean. In: The annals of statistics. 2006 ; Vol. 34, No. 3. pp. 1140-1165.
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