SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES (Q4837792)
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scientific article; zbMATH DE number 769875
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| English | SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES |
scientific article; zbMATH DE number 769875 |
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SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES (English)
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30 August 1995
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weak convergence
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I(d) processes
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spurious regressions
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fractional differencing
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0.8517959713935852
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0.8410326838493347
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0.8410326838493347
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0.8368417024612427
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0.8368417024612427
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