Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (Q4221689)
From MaRDI portal
scientific article; zbMATH DE number 1228431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator |
scientific article; zbMATH DE number 1228431 |
Statements
Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (English)
0 references
2 December 1998
0 references
fractional Gaussian noise
0 references
long memory
0 references
times series
0 references
long-range dependence
0 references
non-stationarity
0 references
