Testing long memory based on a discretely observed process
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Publication:2362937
DOI10.1007/s11766-016-3342-yzbMath1374.62059OpenAlexW2515679248MaRDI QIDQ2362937
Shibin Zhang, Guangying Liu, Xin Sheng Zhang
Publication date: 14 July 2017
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-016-3342-y
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Generalizations of martingales (60G48)
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