A modified test against spurious long memory (Q1663949)

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A modified test against spurious long memory
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    title
    A modified test against spurious long memory (English)
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    author
    Robinson Kruse
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    publication date
    24 August 2018
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    Mathematics Subject Classification ID
    62P20
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    62M07
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    62M10
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    zbMATH DE Number
    6924758
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    zbMATH Keywords
    long memory
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    structural breaks
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    fractional differencing
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    OpenAlex ID
    W1082768541
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