{"title":"Detection of long range dependence in the time domain for (in)finite-variance time series","authors":"Marco Oesting, Albert Rapp, Evgeny Spodarev","doi":"10.1080/02331888.2023.2287749","DOIUrl":null,"url":null,"abstract":"Empirical detection of long range dependence (LRD) of a time series often consists of deciding whether an estimate of the memory parameter d corresponds to LRD. Surprisingly, the literature offers ...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"8 1","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/02331888.2023.2287749","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
Empirical detection of long range dependence (LRD) of a time series often consists of deciding whether an estimate of the memory parameter d corresponds to LRD. Surprisingly, the literature offers ...
期刊介绍：
Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.
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