A new simple test against spurious long memory using temporal aggregation (Q4914973)

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scientific article; zbMATH DE number 6154468
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English
A new simple test against spurious long memory using temporal aggregation
scientific article; zbMATH DE number 6154468

    Statements

    title
    A new simple test against spurious long memory using temporal aggregation (English)
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    author
    Heri Kuswanto
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    publication date
    16 April 2013
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    zbMATH Keywords
    local Whittle method
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    spurious long memory
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    aggregation
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    Identifiers

    zbMATH DE Number
    6154468
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    OpenAlex ID
    W2041618547
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