A test of the long memory hypothesis based on self-similarity (Q1695666)
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scientific article; zbMATH DE number 6835913
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A test of the long memory hypothesis based on self-similarity |
scientific article; zbMATH DE number 6835913 |
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A test of the long memory hypothesis based on self-similarity (English)
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7 February 2018
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long memory
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skip-sampling
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log-periodogram regression
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0.8692923784255981
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0.85418701171875
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0.8452210426330566
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0.8403212428092957
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0.832018256187439
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