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Detection of non-constant long memory parameter

24 October 2011

Papers citing "Detection of non-constant long memory parameter"

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Title
$Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion$ Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion M. Bibinger 110 2 0 09 Apr 2019
Moment bounds and central limit theorems for Gaussian subordinated arrays Jean‐Marc Bardet D. Surgailis 164 23 0 25 Apr 2011