Comparison of non-parametric and semi-parametric tests in detecting long memory

DOI10.1080/02664760802562464OpenAlexW1985124928MaRDI QIDQ5123390

Mohamed Boutahar

Publication date: 28 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802562464

zbMATH Keywords

hypothesis testinglong memoryshort memorypower size

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Estimation of Pickands dependence function of bivariate extremes under mixing conditions

Uses Software

• longmemo

Cites Work

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