Discriminating between long-range dependence and non-stationarity (Q367214)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discriminating between long-range dependence and non-stationarity |
scientific article |
Statements
Discriminating between long-range dependence and non-stationarity (English)
0 references
26 September 2013
0 references
bootstrap
0 references
empirical spectral measure
0 references
goodness-of-fit test
0 references
integrated periodogram
0 references
locally stationary process
0 references
long memory
0 references
non stationary process
0 references
spectral density
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
