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We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in Giraitis et al. [L. Giraitis, R. Leipus, A. Philippe, A test for stationarity versus trends and unit roots for a wide class of dependent errors,...
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type="main" xml:id="sjos12064-abs-0001" <title type="main">ABSTRACT</title> <p>The Quermass-interaction model allows to generalize the classical germ-grain Boolean model in adding a morphological interaction between the grains. It enables to model random structures with specific morphologies, which are unlikely to be...</p>
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Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclic effects. In particular, we extend the results of Ho and Hsing (1996), Mielniczuk (1997) and Hall and Hart (1990) to the stationary processes for which the singularities of the spectral...
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