Detecting long-range dependence with truncated ratios of periodogram ordinates
Reschenhofer, Erhard, Mangat, Manveer KaurLanguage:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2019.1709646
Date:
January, 2020
File:
PDF, 2.39 MB
english, 2020