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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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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