Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Data-driven semi-parametric detection of multiple changes in long-range
  dependent processes   This paper is devoted to the offline multiple changes detection for
long-range dependence processes. The observations are supposed to satisfy a
semi-parametric long-range dependence assumption with distinct memory
parameters on each stage. A penalized local Whittle contrast is considered for
estimating all the parameters, notably the number of changes. The consistency
as well as convergence rates are obtained. Monte-Carlo experiments exhibit the
accuracy of the estimators. They also show that the estimation of the number of
breaks is improved by using a data-driven slope heuristic procedure of choice
of the penalization parameter.

9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
7
The categories of this paper are: hep-th
18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
4
The categories of this paper are: cond-mat
27
The categories of this paper are: comp-gas
3
The categories of this paper are: physics
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
13
The categories of this paper are: quant-ph
8
The categories of this paper are: hep-ex
11
The categories of this paper are: hep-lat
23
The categories of this paper are: solv-int