SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH INFINITE VARIANCE ERRORS (Q4512740)
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scientific article; zbMATH DE number 1525750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH INFINITE VARIANCE ERRORS |
scientific article; zbMATH DE number 1525750 |
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SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH INFINITE VARIANCE ERRORS (English)
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18 February 2001
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t-ratios
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integrated processes
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stable errors
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long memory
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