A Test Against Spurious Long Memory (Q3089159)

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scientific article
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A Test Against Spurious Long Memory
scientific article

    Statements

    title
    A Test Against Spurious Long Memory (English)
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    author
    Zhongjun Qu
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    publication date
    24 August 2011
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    zbMATH Keywords
    fractional integration
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    frequency domain estimate
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    semiparametric
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    structural change
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    trend
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62E20
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    65C05
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    zbMATH DE Number
    5942138
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    OpenAlex ID
    W1967985636
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