Sign tests for long-memory time series (Q265025)
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scientific article; zbMATH DE number 6561922
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sign tests for long-memory time series |
scientific article; zbMATH DE number 6561922 |
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Sign tests for long-memory time series (English)
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1 April 2016
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exact tests
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nonparametric tests
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infinite variance
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long-range dependence
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fractional processes
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nonstationarity
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optimal tests
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0.848585844039917
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0.8474016189575195
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0.8252148032188416
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0.8207796812057495
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0.820476770401001
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