On a class of estimation and test for long memory

DOI10.1016/J.PHYSA.2018.06.092OpenAlexW1682599076MaRDI QIDQ2153233

Xin-Jiang He, Hui Fu, Wen-Ting Chen

Publication date: 1 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://ro.uow.edu.au/cgi/viewcontent.cgi?article=2622&context=eispapers1

zbMATH Keywords

long memory\textit{SLmemory} statistictime scale seriesweak variance scale exponent

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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