A test of location for data with slowly decaying serial correlations
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Publication:3823027
DOI10.1093/biomet/76.2.261zbMath0669.62080MaRDI QIDQ3823027
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.2.261
arithmetic mean; confidence interval; self-similar processes; fractional Gaussian noise; prediction intervals; serial correlations; approximate distribution; modified t-test; long- range dependence
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
62M07: Non-Markovian processes: hypothesis testing
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