Monitoring Mean and Variance Change-Points in Long-Memory Time Series

CHEN Zhanshou, LI Fuxiao, ZHU Li, XING Yuhong

系统科学与复杂性(英文) ›› 2022, Vol. 35 ›› Issue (3) : 1009-1029.

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PDF(298 KB)
系统科学与复杂性(英文) ›› 2022, Vol. 35 ›› Issue (3) : 1009-1029. DOI: 10.1007/s11424-021-0222-1

Monitoring Mean and Variance Change-Points in Long-Memory Time Series

    CHEN Zhanshou1,2, LI Fuxiao3, ZHU Li4, XING Yuhong1,2
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Monitoring Mean and Variance Change-Points in Long-Memory Time Series

    CHEN Zhanshou1,2, LI Fuxiao3, ZHU Li4, XING Yuhong1,2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2022, 35(3): 1009-1029 https://doi.org/10.1007/s11424-021-0222-1
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2022, 35(3): 1009-1029 https://doi.org/10.1007/s11424-021-0222-1
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