A test of location for data with slowly decaying serial correlations
DOI10.1093/BIOMET/76.2.261zbMATH Open0669.62080OpenAlexW1993541662MaRDI QIDQ3823027FDOQ3823027
Authors: Jan Beran 
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.2.261
Recommendations
- scientific article; zbMATH DE number 193709
- Testing for a change of the long-memory parameter
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
- Trend Function Hypothesis Testing in the Presence of Serial Correlation
- Slowly Decaying Correlations, Testing Normality, Nuisance Parameters
confidence intervalserial correlationsarithmetic meanprediction intervalsself-similar processesfractional Gaussian noiseapproximate distributionmodified t-testlong- range dependence
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Non-Markovian processes: hypothesis testing (62M07)
Cited In (9)
- New robust confidence intervals for the mean under dependence
- Perpetual learning and apparent long memory
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
- Modelling long-term dependence in measurement errors of plutonium concentration
- Long memory processes and fractional integration in econometrics
- Is statistics too difficult?
- Estimating long-range dependence in the presence of periodicity: An empirical study
- ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
- Local Gaussian Autocorrelation and Tests for Serial Independence
This page was built for publication: A test of location for data with slowly decaying serial correlations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3823027)
