True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517)
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scientific article; zbMATH DE number 7534713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison |
scientific article; zbMATH DE number 7534713 |
Statements
True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (English)
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31 May 2022
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fractional integration
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regime switching
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structural break
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