Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution theory for the Studentized mean for long, short, and negative memory time series |
scientific article |
Statements
Distribution theory for the Studentized mean for long, short, and negative memory time series (English)
0 references
30 April 2014
0 references
kernel
0 references
lag-windows
0 references
overdifferencing
0 references
spectral estimation
0 references
subsampling
0 references
tapers
0 references
unit-root problem
0 references
