Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835): Difference between revisions

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+https://doi.org/10.1080/02331880701597222
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+W2060559119
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+Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes
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+The Hurst effect under trends
@@ Property / cites work: The Hurst effect under trends / rank @@
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+Testing for long memory in the presence of a general trend
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+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
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+Discrimination between monotonic trends and long-range dependence
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+ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+On discriminating between long-range dependence and changes in mean
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+Q4488348
@@ Property / cites work: Q4488348 / rank @@
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+Convergence of a stochastic approximation version of the EM algorithm
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