The increment ratio statistic under deterministic trends (Q616536): Difference between revisions

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-.1007/s10986-008-9010-z
@@ Property / DOI: 10.1007/s10986-008-9010-z / rank @@
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@@ Property / OpenAlex ID: W2036802161 / rank @@
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@@ Property / cites work @@
+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
+Normal rank
@@ Property / cites work @@
+Q4407623
@@ Property / cites work: Q4407623 / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring the roughness of random paths by increment ratios
+Normal rank
@@ Property / cites work @@
+The Hurst effect under trends
@@ Property / cites work: The Hurst effect under trends / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic independence of distant partial sums of linear processes
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for long memory in the presence of a general trend
+Normal rank
@@ Property / cites work @@
+Rescaled variance and related tests for long memory in volatility and levels
+Normal rank
@@ Property / cites work @@
+A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
+Normal rank
@@ Property / cites work @@
+Discrimination between monotonic trends and long-range dependence
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@@ Property / cites work @@
+Long memory and stochastic trend.
@@ Property / cites work: Long memory and stochastic trend. / rank @@
+Normal rank
@@ Property / cites work @@
+The increment ratio statistic
@@ Property / cites work: The increment ratio statistic / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
+Normal rank
@@ Property / DOI @@
+.1007/S10986-008-9010-Z
@@ Property / DOI: 10.1007/S10986-008-9010-Z / rank @@
+Normal rank