A test of location for data with slowly decaying serial correlations

DOI10.1093/biomet/76.2.261zbMath0669.62080OpenAlexW1993541662MaRDI QIDQ3823027

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

arithmetic meanconfidence intervalself-similar processesfractional Gaussian noiseprediction intervalsserial correlationsapproximate distributionmodified t-testlong- range dependence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07)

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