A frequency-domain test for long range dependence
Sign Up to like & getrecommendations! Published in 2018 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-017-9164-6
Abstract: A new frequency-domain test statistic is introduced to test for short memory versus long memory. We provide its asymptotic distribution under the null hypothesis and show that it is consistent under any long memory alternative.… read more here.
Keywords: domain test; test long; long range; test ... See more keywords
A spectral domain test of isotropic properties for irregularly spaced spatial data
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1807550
Abstract: In modelling spatial data, it is a crucial aspect to specify the covariance function of the random field appropriately. For the sake of simplicity, the spatial isotropy is often assumed. By approximating the isotropy by… read more here.
Keywords: spaced spatial; spectral domain; domain test; test ... See more keywords