On discriminating between long-range dependence and changes in mean
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Publication:2500449
DOI10.1214/009053606000000254zbMath1112.62085arXivmath/0607803MaRDI QIDQ2500449
Lajos Horváth, Qui-Man Shao, István Berkes, Piotr S. Kokoszka
Publication date: 24 August 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607803
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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