Tests for Trend: A Simulation Study

DOI10.1080/03610910903528327zbMath1192.62202OpenAlexW2079631486MaRDI QIDQ3577182

Abdullah Almasri

Publication date: 5 August 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903528327

zbMATH Keywords

discrete wavelet transformband periodogramfractional difference processes

Mathematics Subject Classification ID

Uses Software

• longmemo

Cites Work

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• On estimation of a regression model with long-memory stationary errors
• Spectral Analysis for Physical Applications
• A theory for multiresolution signal decomposition: the wavelet representation
• Discrimination between monotonic trends and long-range dependence
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Ten Lectures on Wavelets
• Linear Trend with Fractionally Integrated Errors
• Some uses if cumulants in wavelet analysis

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