A test against spurious long memory (Q3089159)
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scientific article; zbMATH DE number 5942138
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A test against spurious long memory |
scientific article; zbMATH DE number 5942138 |
Statements
A Test Against Spurious Long Memory (English)
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24 August 2011
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fractional integration
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frequency domain estimate
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semiparametric
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structural change
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trend
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0.8690491318702698
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0.8604280948638916
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0.8461827039718628
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0.8442351222038269
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0.8430014848709106
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