Spurious Regressions in Time Series with Long Memory (Q5259097)

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scientific article; zbMATH DE number 6449752
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Spurious Regressions in Time Series with Long Memory
scientific article; zbMATH DE number 6449752

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    Spurious Regressions in Time Series with Long Memory (English)
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    24 June 2015
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    linear process
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    long memory
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    spurious regression
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    self-normalized sums
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