Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods (Q5167891)
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scientific article; zbMATH DE number 6312429
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| English | Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods |
scientific article; zbMATH DE number 6312429 |
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Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods (English)
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2 July 2014
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adaptive Neyman test
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long memory
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penalized spline
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periodogram
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short memory
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spectral density
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