Wavelet-domain test for long-range dependence in the presence of a trend

Statistics

Volumn 42, Issue 2, 2008, Pages 101-113

  Jach, Agnieszka ^a   Kokoszka, Piotr ^a  

^a UTAH STATE UNIVERSITY   (United States)

Author keywords

Generalized likelihood ratio; Long range dependence; Polynomial trend; Wavelets

Indexed keywords

EID: 42549126510     PISSN: 02331888     EISSN: 10294910     Source Type: Journal    
DOI: 10.1080/02331880701597222     Document Type: Article

References (18)

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