Pages that link to "Item:Q1706443"
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The following pages link to A multivariate test against spurious long memory (Q1706443):
Displaying 4 items.
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)