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math.ST2007★ 2 cited
Detecting changes in the fluctuations of a Gaussian process and an application to heartbeat time series
Jean-Marc Bardet, Imen Kammoun
The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a…
math.ST2007
Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
Jean-Marc Bardet, Imen Kammoun
In this paper, an estimator of instants ( is known) of abrupt changes of the parameter of long-range dependence or self-similarity is proved to satisfy a limit theorem with…