A frequency-domain test for long range dependence

DOI10.1007/S11203-017-9164-6MaRDI QIDQ6870307zbMATH OpenFDO

Authors Gennadi Gromykov, M. Ould Haye, Anne Philippe

Publication date 21 January 2026

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

hypothesis testtime seriesdependencelong memorylimit theorem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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