Adaptive test for periodic ARFIMA models (Q6549387)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7859183
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adaptive test for periodic ARFIMA models |
scientific article; zbMATH DE number 7859183 |
Statements
Adaptive test for periodic ARFIMA models (English)
0 references
3 June 2024
0 references
local asymptotic normality property
0 references
long memory process
0 references
locally asymptotically optimal test
0 references
residual autocorrelations
0 references
periodically correlated models
0 references
0 references
0 references
