Detecting long-range dependence in non-stationary time series
Work
Year: 2017
Type: article
Abstract: An important problem in time series analysis is the discrimination between non-stationarity and long-range dependence. Most of the literature considers the problem of testing specific parametric hypot... more
Source: Electronic Journal of Statistics
Authors Holger Dette, Philip Preuß, Kemal Sen
Institution Ruhr University Bochum
Cites: 48
Cited by: 8
Related to: 10
FWCI: 1.845
Citation percentile (by year/subfield): 82.34
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: gold
APC paid (est): $675