Comparing the marginal densities of two strictly stationary linear processes
DOI10.1007/s10463-019-00730-6zbMath1467.62143OpenAlexW2969730655WikidataQ127371155 ScholiaQ127371155MaRDI QIDQ2027224
Laurence Reboul, Ieva Grublytė, Paul Doukhan, Denys Pommeret
Publication date: 25 May 2021
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-019-00730-6
long memorylinear processesSchwarz's rulesmooth teststrictly stationary processlocal Whittle estimator
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stationary stochastic processes (60G10) Non-Markovian processes: hypothesis testing (62M07) Biological rhythms and synchronization (92B25)
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