Discriminating between long-range dependence and non-stationarity (Q367214)
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scientific article; zbMATH DE number 6211826
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Discriminating between long-range dependence and non-stationarity |
scientific article; zbMATH DE number 6211826 |
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Discriminating between long-range dependence and non-stationarity (English)
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26 September 2013
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bootstrap
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empirical spectral measure
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goodness-of-fit test
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integrated periodogram
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locally stationary process
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long memory
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non stationary process
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spectral density
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0.9148513078689576
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0.8627516627311707
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0.8277376294136047
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0.8098217844963074
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0.8083397150039673
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