A new simple test against spurious long memory using temporal aggregation (Q4914973)
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scientific article; zbMATH DE number 6154468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new simple test against spurious long memory using temporal aggregation |
scientific article; zbMATH DE number 6154468 |
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A new simple test against spurious long memory using temporal aggregation (English)
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16 April 2013
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local Whittle method
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spurious long memory
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aggregation
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