Yi, Liu (2023) Application of Self-normalized Method in Long-memory Multi-Means Change-Point Test. In: Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26–28, 2023, Nanjing, China.
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Abstract
In this paper, we have developed a novel attempt to be sensitive to multiple means of long-memory time series in an unsupervised manner using our own legitimate method. Self-regular, can avoid estimating the gradual variance variance and use the regular method at the same time. The method can be con
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:32 |
| Last Modified: | 17 Apr 2026 02:34 |
| URI: | http://eprints.eai.eu/id/eprint/44266 |
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