How the instability of ranks under long memory affects large-sample inference
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Publication:667685
DOI10.1214/17-STS633zbMath1407.62274arXiv1610.00690MaRDI QIDQ667685
Publication date: 1 March 2019
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.00690
instability; long memory; long-range dependence; Hermite rank; non-Gaussian limit; large-sample inference; power rank
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