Large scale reduction principle and application to hypothesis testing
DOI10.1214/15-EJS987zbMath1339.60036arXiv1407.5871OpenAlexW2093889070MaRDI QIDQ2259532
François Roueff, Marianne Clausel, Murad S. Taqqu
Publication date: 4 March 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5871
estimationhypothesis testingself-similaritywavelet transformlong memorylong-range dependencestationary Gaussian sequence
Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18) Non-Markovian processes: hypothesis testing (62M07)
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