A two-sample test for comparison of long memory parameters (Q990895): Difference between revisions
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Revision as of 19:30, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-sample test for comparison of long memory parameters |
scientific article |
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A two-sample test for comparison of long memory parameters (English)
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1 September 2010
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long memory
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two-sample test for comparison of memory parameters
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long-run covariance
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rescaled variance
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bandwidth choice
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