LONG MEMORY TESTING IN THE TIME DOMAIN
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Publication:3632376
DOI10.1017/S0266466608080092zbMath1280.62024MaRDI QIDQ3632376
Matei Demetrescu, Vladimir Kuzin, Uwe Hassler
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Diagnostics, and linear inference and regression (62J20)
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