An Hypothesis Test to Detect Short or Long Range Dependence Based on Fractional Iterated Ornstein–Uhlenbeck Processes

Journal of Statistical Theory and Practice 2026 Open access

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Authors: Juan Kalemkerian, Andrés Sosa

DOI: 10.1007/s42519-025-00507-6

Cited by: 0

References: 15

Fields of Study & Subjects

Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Financial Risk and Volatility Modeling

References 15