Structural changes estimation for long-memory processes

Pascal Bondon 1
1 Division Signaux - L2S
L2S - Laboratoire des signaux et systèmes : 1289
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Conference papers
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https://hal-supelec.archives-ouvertes.fr/hal-00819786
Contributor : Pascal Bondon <>
Submitted on : Thursday, May 2, 2013 - 1:23:14 PM
Last modification on : Tuesday, October 2, 2018 - 3:14:03 PM

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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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