Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835)
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scientific article; zbMATH DE number 5345339
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| English | Wavelet-domain test for long-range dependence in the presence of a trend |
scientific article; zbMATH DE number 5345339 |
Statements
Wavelet-domain test for long-range dependence in the presence of a trend (English)
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18 September 2008
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generalized likelihood ratio
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long-range dependence
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polynomial trend
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wavelets
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ARFIMA process
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0.8403435945510864
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0.8148061633110046
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0.8012691736221313
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0.7890621423721313
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0.7865822911262512
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