A comparison of Hurst exponent estimators in long-range dependent curve time series
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Publication:2246897
DOI10.1515/jtse-2019-0009zbMath1494.62019arXiv2003.08787OpenAlexW3100298023MaRDI QIDQ2246897
Publication date: 16 November 2021
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.08787
long-range dependencelong-run covariancedynamic functional principal component analysiscurve processfunctional ARFIMA
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Statistics of extreme values; tail inference (62G32)
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