A selection criterion for piecewise stationary long-memory models

Li Song, Pascal Bondon. A selection criterion for piecewise stationary long-memory models. In IEEE Statistical Signal Processing Workshop, SSP 2012, Ann Arbor, MI, USA, August 5-8, 2012. pages 908-911, IEEE, 2012. [doi]

@inproceedings{SongB12-0,
  title = {A selection criterion for piecewise stationary long-memory models},
  author = {Li Song and Pascal Bondon},
  year = {2012},
  doi = {10.1109/SSP.2012.6319856},
  url = {http://dx.doi.org/10.1109/SSP.2012.6319856},
  researchr = {https://researchr.org/publication/SongB12-0},
  cites = {0},
  citedby = {0},
  pages = {908-911},
  booktitle = {IEEE Statistical Signal Processing Workshop, SSP 2012, Ann Arbor, MI, USA, August 5-8, 2012},
  publisher = {IEEE},
  isbn = {978-1-4673-0182-4},
}