Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (Q4221689)
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scientific article; zbMATH DE number 1228431
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| English | Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator |
scientific article; zbMATH DE number 1228431 |
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Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (English)
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2 December 1998
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fractional Gaussian noise
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long memory
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times series
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long-range dependence
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non-stationarity
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0.8171284794807434
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0.7949535846710205
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0.7946721315383911
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0.7917443513870239
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