A two-sample test for comparison of long memory parameters (Q990895)
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scientific article
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| English | A two-sample test for comparison of long memory parameters |
scientific article |
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A two-sample test for comparison of long memory parameters (English)
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1 September 2010
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long memory
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two-sample test for comparison of memory parameters
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long-run covariance
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rescaled variance
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bandwidth choice
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0.8149498701095581
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0.8144511580467224
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0.7988137006759644
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0.7918421030044556
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0.7901666760444641
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