Change-of-variance problem for linear processes with long memory
Year of publication: |
2006
|
---|---|
Authors: | Wang, Lihong ; Wang, Jinde |
Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 2, p. 279-298
|
Publisher: |
Springer |
Subject: | Change of variance | Limiting distribution | Linear process | Long memory |
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