Spurious regressions between I(1) processes with long memory errors (Q4351574): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:38, 6 February 2024
scientific article; zbMATH DE number 1053646
Language | Label | Description | Also known as |
---|---|---|---|
English | Spurious regressions between I(1) processes with long memory errors |
scientific article; zbMATH DE number 1053646 |
Statements
Spurious regressions between I(1) processes with long memory errors (English)
0 references
8 October 1997
0 references
long memory processes
0 references
fractional Brownian motion
0 references
spurious regression
0 references
functional central limit theorem
0 references