ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (Q4881704): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Hurst effect under trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a class of random field models which allows long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic quasi-likelihood estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrimination between monotonic trends and long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3730889 / rank
 
Normal rank

Latest revision as of 12:36, 24 May 2024

scientific article; zbMATH DE number 887335
Language Label Description Also known as
English
ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM
scientific article; zbMATH DE number 887335

    Statements

    ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (English)
    0 references
    18 September 1996
    0 references
    0 references
    trends
    0 references
    long-range dependence
    0 references
    asymptotic normality
    0 references
    time series
    0 references
    robustness
    0 references
    stationary process
    0 references
    departure from stationarity
    0 references
    smoothed periodogram approach
    0 references
    short-range dependence
    0 references
    Hurst index
    0 references
    0 references