Testing of I(\(d\)) statistical models with non-parametric disturbances (Q3654503)
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scientific article; zbMATH DE number 5653863
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing of I(\(d\)) statistical models with non-parametric disturbances |
scientific article; zbMATH DE number 5653863 |
Statements
6 January 2010
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fractional integration
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long memory
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0.823854386806488
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0.8200553059577942
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0.7971453070640564
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0.7918063998222351
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0.7838054895401001
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