An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes
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Publication:3616259
DOI10.1080/03610910802446977zbMath1161.62400MaRDI QIDQ3616259
Luisa Bisaglia, Margherita Gerolimetto
Publication date: 24 March 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910802446977
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C05: Monte Carlo methods
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