Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet-domain test for long-range dependence in the presence of a trend |
scientific article |
Statements
Wavelet-domain test for long-range dependence in the presence of a trend (English)
0 references
18 September 2008
0 references
generalized likelihood ratio
0 references
long-range dependence
0 references
polynomial trend
0 references
wavelets
0 references
ARFIMA process
0 references
0 references
