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

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