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- W2557771533 abstract "Based on the ratio of two block maxima, we propose a large sample test for the length of memory of a stationary symmetric $alpha$-stable discrete parameter random field. We show that the power function converges to one as the sample-size increases to infinity under various classes of alternatives having longer memory in the sense of Samorodnitsky(2004). Ergodic theory of nonsingular $mathbb{Z}^d$-actions play a very important role in the design and analysis of our large sample test." @default.
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- W2557771533 date "2016-11-27" @default.
- W2557771533 modified "2023-10-11" @default.
- W2557771533 title "A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular $mathbb{Z}^d$-actions" @default.
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