Statistical test for detrending-moving-average-based multivariate regression model

DOI10.1016/J.APM.2023.08.006MaRDI QIDQ7000519zbMATH OpenFDO

Authors Fang Wang, Guo-Sheng Han, Qing-Ju Fan

Publication date 7 April 2025

Published in Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

statistical testco-movementmultiscale dependentmultivariate fractal regression analysisoil bust

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

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