Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059)
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scientific article; zbMATH DE number 6131182
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| English | Estimating long memory: scaling function vs. Andrews and Guggenberger GPH |
scientific article; zbMATH DE number 6131182 |
Statements
Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (English)
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28 January 2013
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GPH modified
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0.841147243976593
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0.7919895648956299
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0.7916010022163391
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0.7905066013336182
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0.7896137833595276
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