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Communications in Statistics - Theory and Methods Volume 50, 2021 - Issue 15
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Original Articles

Detecting long-range dependence with truncated ratios of periodogram ordinates

Erhard ReschenhoferDepartment of Statistics and Operations Research, University of Vienna, Vienna, AustriaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-4866-2324
ORCID Icon &
Manveer Kaur MangatDepartment of Statistics and Operations Research, University of Vienna, Vienna, AustriaORCID Iconhttps://orcid.org/0000-0001-5888-3940
ORCID Icon
Pages 3645-3660 | Received 20 Nov 2018, Accepted 19 Dec 2019, Published online: 20 Jan 2020

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