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Change-in-mean tests in long-memory time series: a review of recent developments |
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| Authors: | Wenger Kai Leschinski Christian Sibbertsen Philipp |
| Institution: | 1.Leibniz University Hannover, Hannover, Germany ; |
| Abstract: | AStA Advances in Statistical Analysis - It is well known that standard tests for a mean shift are invalid in long-range dependent time series. Therefore, several long-memory robust extensions of... |
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