zbMath1272.62023MaRDI QIDQ367487
Luis A. Gil-Alana
Publication date: 16 September 2013 Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
zbMATH Keywords
fractional integrationlong memorydeterministic trends
Mathematics Subject Classification ID
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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