Constancy test for FARIMA long memory processes
From MaRDI portal
Publication:458109
DOI10.1016/j.jkss.2010.09.001zbMath1296.62174MaRDI QIDQ458109
Sangyeol Lee, Okyoung Na, Ji-Yeon Lee
Publication date: 30 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2010.09.001
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62L10: Sequential statistical analysis
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