How the instability of ranks under long memory affects large-sample inference
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Publication:667685
DOI10.1214/17-STS633zbMath1407.62274arXiv1610.00690MaRDI QIDQ667685
Publication date: 1 March 2019
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.00690
instabilitylong memorylong-range dependenceHermite ranknon-Gaussian limitlarge-sample inferencepower rank
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Cites Work
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