Tests for Hurst effect
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Publication:3753348
DOI10.1093/biomet/74.1.95zbMath0612.62123OpenAlexW1967071544MaRDI QIDQ3753348
No author found.
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.1.95
white noisefractional Gaussian noiselocal optimalitypower of testslocally optimal testfirst-order autoregressive processlong-term dependencegeophysical time seriesbeta- optimal principlehydrological seriesrescaled range testtests for Hurst effect
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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