Long-Memory Errors in Time Series Regressions with a Unit Root (Q4939818)
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scientific article; zbMATH DE number 1408769
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Long-Memory Errors in Time Series Regressions with a Unit Root |
scientific article; zbMATH DE number 1408769 |
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Long-Memory Errors in Time Series Regressions with a Unit Root (English)
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1 March 2000
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time series
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nonstationarity
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unit root test
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long-memory processes
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fractional Brownian motion
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0.8196492791175842
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0.8196492791175842
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0.8084133267402649
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0.8033148646354675
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