@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00716469v2> a dcat:Dataset ;
    dct:description """
              In this paper, we show that the adaptive multidimensional increment ratio estimator of the long range memory parameter defined in Bardet and Dola (2012) satisfies a central limit theorem (CLT in the sequel) for a large semiparametric class of Gaussian fractionally integrated processes with memory parameter $d \\in (-0.5,1.25)$. Since the asymptotic variance of this CLT can be computed, tests of stationarity or nonstationarity distinguishing the assumptions $d<0.5$ and $d \\geq 0.5$ are constructed. These tests are also consistent tests of unit root. Simulations done on a large benchmark of short memory, long memory and non stationary processes show the accuracy of the tests with respect to other usual stationarity or nonstationarity tests (LMC, V/S, ADF and PP tests). Finally, the estimator and tests are applied to log-returns of famous economic data and to their absolute value power laws.
            """ ;
    dct:identifier "hal-00716469" ;
    dct:issued "2026-05-30T21:48:50.040371"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-30T21:48:50.040388"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics" ;
    dcat:contactPoint [ a vcard:Organization ;
            vcard:fn "CCSD" ] ;
    dcat:distribution <https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00716469v2/resource/054eaed1-34d2-4a09-b434-d4c1214a7e85> ;
    dcat:keyword "adaptive-semiparametric-estimators-of-the-memeory-parameter",
        "gaussian-fractionally-integrated-processes",
        "infoeu-reposemanticspreprint",
        "mathmath-stmathematics-mathstatistics-mathst",
        "preprints-working-papers-",
        "stationarity-test",
        "statthstatistics-statstatistics-theory-statth",
        "test-of-long-memory",
        "unit-root-test" ;
    dcat:landingPage <https://hal.science/hal-00716469> .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00716469v2/resource/054eaed1-34d2-4a09-b434-d4c1214a7e85> a dcat:Distribution ;
    dct:format "HTML" ;
    dct:issued "2026-05-30T21:48:50.133296"^^xsd:dateTime ;
    dct:modified "2026-05-30T21:48:49.985898"^^xsd:dateTime ;
    dct:title "Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics" ;
    dcat:accessURL <https://hal.science/hal-00716469> .

<https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> a foaf:Agent ;
    foaf:name "test_moissonnage_selune" .

<https://hal.science/hal-00716469> a foaf:Document .