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https://elib.bsu.by/handle/123456789/93510| Title: | The Increment Ratio Test for Long Memory |
| Authors: | Surgailis, D. Teyssiere, G. Vaiciulis, M. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | We introduce a new statistic written as a sum of certain ratios of second order increments of partial sums process Sn = n t=1 Xt of observations, which we call the Increment Ratio (IR) statistic. |
| URI: | http://elib.bsu.by/handle/123456789/93510 |
| Appears in Collections: | Section 3. STATISTICAL ANALYSIS OF TIME SERIES AND FORECASTING |
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