Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods

DOI10.1007/978-3-319-02651-0_16OpenAlexW32956620MaRDI QIDQ5167891

Linyuan Li, Kewei Lü

Publication date: 2 July 2014

Published in: Contemporary Developments in Statistical Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02651-0_16

zbMATH Keywords

long memoryperiodogramspectral densitypenalized splineshort memoryadaptive Neyman test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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