Discriminating between long-range dependence and non-stationarity
作者： Philip Preuß , Mathias Vetter
DOI: 10.1214/13-EJS836
关键词:
摘要:
tu-dortmund.de 
sci-hub.se 参考文章(48)
Joseph L. Doob, Stochastic processes ,(1953)
Rainer Dahlhaus, Wolfgang Polonik, Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes Annals of Statistics. ,vol. 34, pp. 2790- 2824 ,(2006) , 10.1214/009053606000000867
Sébastien Van Bellegem, Rainer von Sachs, Locally adaptive estimation of evolutionary wavelet spectra Annals of Statistics. ,vol. 36, pp. 1879- 1924 ,(2008) , 10.1214/07-AOS524
Rainer Dahlhaus, Wolfgang Polonik, Empirical spectral processes for locally stationary time series Bernoulli. ,vol. 15, pp. 1- 39 ,(2009) , 10.3150/08-BEJ137
Efstathios Paparoditis, Testing temporal constancy of the spectral structure of a time series Bernoulli. ,vol. 15, pp. 1190- 1221 ,(2009) , 10.3150/08-BEJ179
Wiley Series in Probability and Statistics John Wiley & Sons, Inc.. pp. 379- 387 ,(2007) , 10.1002/9780470186466.SCARD
Wilfredo Palma, Long-Memory Time Series: Theory and Methods ,(2007)
Murad S Taqqu, Paul Doukhan, Georges Oppenheim, Theory and applications of long-range dependence Birkhäuser. ,(2003)
Robert Fildes, Journal of business and economic statistics 5 International Journal of Forecasting. ,vol. 4, pp. 509- 510 ,(1988) , 10.1016/0169-2070(88)90121-5
Self-Similar Network Traffic and Performance Evaluation John Wiley & Sons, Inc.. ,(2000) , 10.1002/047120644X