Spurious regressions between I(1) processes with long memory errors (Q4351574)
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scientific article; zbMATH DE number 1053646
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| English | Spurious regressions between I(1) processes with long memory errors |
scientific article; zbMATH DE number 1053646 |
Statements
Spurious regressions between I(1) processes with long memory errors (English)
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8 October 1997
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long memory processes
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fractional Brownian motion
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spurious regression
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functional central limit theorem
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0.9010263085365297
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0.8918832540512085
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0.8747879266738892
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0.8476772904396057
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