Tests of long memory: a bootstrap approach

DOI10.1007/s10614-005-6277-6zbMath1075.91031MaRDI QIDQ2575452

Pilar Grau-Carles

Publication date: 9 December 2005

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-6277-6

zbMATH Keywords

bootstrap; time series; long-memory tests

Mathematics Subject Classification ID

91B84: Economic time series analysis

91E40: Memory and learning in psychology

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Uses Software

• bootstrap
• bootlib

Cites Work

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• Fractional differencing
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