A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤd-actions
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DOI: 10.1017/jpr.2018.12
Abstract: Abstract Based on the ratio of two block maxima, we propose a large sample test for the length of memory of a stationary symmetric α-stable discrete parameter random field. We show that the power function… read more here.
Keywords: memory stationary; large sample; sample test; length memory ... See more keywords