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

CHEN Zhanshou, LI Fuxiao, ZHU Li, XING Yuhong

Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (3) : 1009-1029.

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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2022, 35(3): 1009-1029 https://doi.org/10.1007/s11424-021-0222-1

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