Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205)
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scientific article; zbMATH DE number 5763922
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| English | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study |
scientific article; zbMATH DE number 5763922 |
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Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (English)
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5 August 2010
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long memory processes
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Monte Carlo simulations
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test
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0.9055311
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0.8828428
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0.87878263
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0.8743086
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0.8720341
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0.8685231
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