How the instability of ranks under long memory affects large-sample inference (Q667685)
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scientific article
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| English | How the instability of ranks under long memory affects large-sample inference |
scientific article |
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How the instability of ranks under long memory affects large-sample inference (English)
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1 March 2019
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long-range dependence
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long memory
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Hermite rank
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power rank
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non-Gaussian limit
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instability
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large-sample inference
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0.8448647856712341
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0.7544986009597778
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0.7511981725692749
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0.7489539980888367
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0.7446190118789673
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