Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes (Q2852487)
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scientific article; zbMATH DE number 6214211
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| English | Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes |
scientific article; zbMATH DE number 6214211 |
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Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes (English)
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9 October 2013
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asymptotic distribution
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conditional moment test
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convergence
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nonsingular process
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portmanteau type test
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Whitney embedding theorem
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0.8389426469802856
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0.7753332257270813
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0.7598218321800232
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0.7488420009613037
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0.7338277101516724
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