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Adaptive test for periodic ARFIMA models (Q6549387)

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scientific article; zbMATH DE number 7859183
Language Label Description Also known as
English
Adaptive test for periodic ARFIMA models
scientific article; zbMATH DE number 7859183

    Statements

    title
    Adaptive test for periodic ARFIMA models (English)
    0 references
    author
    Amine Amimour
    0 references
    publication date
    3 June 2024
    0 references
    zbMATH Keywords
    local asymptotic normality property
    0 references
    long memory process
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    locally asymptotically optimal test
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    residual autocorrelations
    0 references
    periodically correlated models
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    Identifiers

    zbMATH DE Number
    7859183
    0 references
     
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