Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575)
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scientific article; zbMATH DE number 7531006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting long-range dependence with truncated ratios of periodogram ordinates |
scientific article; zbMATH DE number 7531006 |
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Detecting long-range dependence with truncated ratios of periodogram ordinates (English)
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23 May 2022
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memory parameter
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periodogram
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robust tests
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truncated F distribution
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