Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575): Difference between revisions

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Revision as of 18:41, 5 March 2024

scientific article; zbMATH DE number 7531006
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English
Detecting long-range dependence with truncated ratios of periodogram ordinates
scientific article; zbMATH DE number 7531006

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    Detecting long-range dependence with truncated ratios of periodogram ordinates (English)
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    23 May 2022
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    memory parameter
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    periodogram
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    robust tests
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    truncated F distribution
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