The V/S test of long-range dependence in random fields
نویسندگان
چکیده
منابع مشابه
The V/S test of long-range dependence in random fields
Abstract: Recently, Giraitis et al. (2003, [10]) proposed the V/S statistic for testing long memory in random sequences. We generalize this statistic to the setting of random fields. The null hypothesis is concerned with short memory random fields while the alternative contains a very large family of long memory random fields. Contrary to most of the previous works dealing with long-range depen...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2008
ISSN: 1935-7524
DOI: 10.1214/08-ejs280