Testing long memory based on a discretely observed process (Q2362937)
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scientific article; zbMATH DE number 6746127
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| English | Testing long memory based on a discretely observed process |
scientific article; zbMATH DE number 6746127 |
Statements
Testing long memory based on a discretely observed process (English)
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14 July 2017
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long memory
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fractional Brownian motion
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semimartingale
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high frequency data
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power variation
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0.8310238122940063
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0.80900639295578
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0.8061508536338806
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0.7931862473487854
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0.7875770926475525
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