The increment ratio statistic under deterministic trends (Q616536)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The increment ratio statistic under deterministic trends |
scientific article |
Statements
The increment ratio statistic under deterministic trends (English)
0 references
10 January 2011
0 references
central limit theorem
0 references
increment ratio statistic
0 references
fractional Brownian motion
0 references
Gaussian processes
0 references
long memory
0 references
0 references
