A test of location for data with slowly decaying serial correlations

DOI10.1093/BIOMET/76.2.261MaRDI QIDQ3823027zbMATHOpenAlexFDO

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

zbMATH Keywords

confidence intervalserial correlationsarithmetic meanprediction intervalsself-similar processesfractional Gaussian noiseapproximate distributionmodified t-testlong- range dependence

Mathematics Subject Classification ID

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)

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(9)

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• ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
• Modelling long-term dependence in measurement errors of plutonium concentration
• New robust confidence intervals for the mean under dependence
• Is statistics too difficult?
• Long memory processes and fractional integration in econometrics
• Local Gaussian Autocorrelation and Tests for Serial Independence
• Estimating long-range dependence in the presence of periodicity: An empirical study
• ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION

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