Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study |
scientific article |
Statements
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (English)
0 references
5 August 2010
0 references
long memory processes
0 references
Monte Carlo simulations
0 references
test
0 references
