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Discovering general multidimensional associations
Discovering general multidimensional associations
2013/4/27
When two variables are related by a known function, the coefficient of determination (denoted $R^2$) measures the proportion of the total variance in the observations that is explained by that functio...
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...