Discrimination between monotonic trends and long-range dependence
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Publication:3761511
DOI10.2307/3214476zbMath0623.62085OpenAlexW2326034220MaRDI QIDQ3761511
Publication date: 1986
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214476
periodogramchi-square distributiongeophysical modelsweak and strong dependenceweakly dependent processhurst effectsmall monotonic trendstationary strongly dependent process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Inference from stochastic processes and spectral analysis (62M15)
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