ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (Q4881704)
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scientific article; zbMATH DE number 887335
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| English | ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM |
scientific article; zbMATH DE number 887335 |
Statements
ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (English)
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18 September 1996
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trends
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long-range dependence
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asymptotic normality
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time series
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robustness
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stationary process
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departure from stationarity
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smoothed periodogram approach
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short-range dependence
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Hurst index
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0.8975387215614319
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0.8235206007957458
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0.7985191345214844
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0.7573909163475037
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0.7425596714019775
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