{"id":"W2586088955","doi":"10.1007/s11203-017-9164-6","title":"A frequency-domain test for long range dependence","year":2017,"lang":"en","type":"article","venue":"Statistical Inference for Stochastic Processes","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"Carleton University","funders":"Agence Nationale de la Recherche","keywords":"Test statistic; Asymptotic distribution; Null distribution; Long memory; Range (aeronautics); Normality test; Statistics; Statistic; Normality; Frequency domain; Null hypothesis; Memory test; Econometrics; Mathematics; Statistical hypothesis testing; Computer science; Psychology; Mathematical analysis; Engineering","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01588127,0.0006413705,0.001508567,0.004139179,0.001087706,0.001969066,0.002248213,0.002415323,0.008131486],"category_scores_gemma":[0.1207212,0.0004886243,0.001588887,0.002681984,0.002245449,0.004000044,0.002053813,0.002322855,0.00106137],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003776446,"about_ca_system_score_gemma":0.001377258,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007171872,"about_ca_topic_score_gemma":0.0005522165,"domain_scores_codex":[0.9885885,0.006446639,0.0006786389,0.002347112,0.001564688,0.0003743713],"domain_scores_gemma":[0.7339536,0.2451405,0.00519994,0.01027547,0.003946561,0.001483945],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.004185861,0.002162761,0.1663915,0.0006988862,0.004447353,0.002300169,0.0008137579,0.1011914,0.02525251,0.2060276,0.00879593,0.4777324],"study_design_scores_gemma":[0.0007082737,0.001800917,0.07299794,0.0001439399,0.0005919446,0.002828463,0.0004832465,0.720287,0.004901631,0.1907922,0.004260857,0.0002035552],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2076594,0.0003856405,0.7838661,0.0007274261,0.0001416293,0.0001490855,0.0008309638,0.0007439415,0.005495836],"genre_scores_gemma":[0.8601081,0.0001717551,0.1348616,0.0004115973,0.0003171068,0.0003009189,0.001679257,0.0001214734,0.002028126],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01588127,"threshold_uncertainty_score":0.0839892,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05978389696188806,"score_gpt":0.305050458320002,"score_spread":0.245266561358114,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}