Spurious regressions between I(1) processes with long memory errors (Q4351574): Difference between revisions

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scientific article; zbMATH DE number 1053646
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Spurious regressions between I(1) processes with long memory errors
scientific article; zbMATH DE number 1053646

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    Spurious regressions between I(1) processes with long memory errors (English)
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    8 October 1997
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    long memory processes
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    fractional Brownian motion
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    spurious regression
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    functional central limit theorem
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