A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter
Year of publication: |
2019
|
---|---|
Authors: | Taqqu, Murad S. ; Zhang, Ting |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 40.2019, 4 (04.01.), p. 411-424
|
Publisher: |
Wiley |
Saved in:
Online Resource
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