ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (Q4881704): Difference between revisions
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Revision as of 11:36, 24 May 2024
scientific article; zbMATH DE number 887335
Language | Label | Description | Also known as |
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English | ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM |
scientific article; zbMATH DE number 887335 |
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ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (English)
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18 September 1996
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trends
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long-range dependence
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asymptotic normality
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time series
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robustness
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stationary process
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departure from stationarity
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smoothed periodogram approach
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short-range dependence
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Hurst index
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