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Structural changes estimation for long-memory processes

Pascal Bondon
Laboratoire des signaux et systèmes
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https://hal-centralesupelec.archives-ouvertes.fr/hal-00819786

Submitted on : Thursday, May 2, 2013-1:23:14 PM

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hal-00819786 , version 1 (02-05-2013)

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  • HAL Id : hal-00819786 , version 1

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Pascal Bondon. Structural changes estimation for long-memory processes. 12th Latin American Congress of Probability and Mathematical Statistics, 2012, Vina del Mar, Chile. ⟨hal-00819786⟩

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