A modified test against spurious long memory (Q1663949)
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scientific article; zbMATH DE number 6924758
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A modified test against spurious long memory |
scientific article; zbMATH DE number 6924758 |
Statements
A modified test against spurious long memory (English)
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24 August 2018
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long memory
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structural breaks
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fractional differencing
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0.857546329498291
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0.8442351222038269
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0.813118040561676
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0.804919958114624
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0.7926453948020935
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