Change-of-variance problem for linear processes with long memory

Lihong Wang () and Jinde Wang

Statistical Papers, 2006, vol. 47, issue 2, 279-298

Keywords: Change of variance; Limiting distribution; Linear process; Long memory (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00362-005-0288-1

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