Spurious regressions in time series with long memory (Q5259097)
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scientific article; zbMATH DE number 6449752
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Spurious regressions in time series with long memory |
scientific article; zbMATH DE number 6449752 |
Statements
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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0.9010263085365297
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0.9010263085365297
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0.8900313377380371
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0.8632525205612183
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0.8598127365112305
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