A new simple test against spurious long memory using temporal aggregation
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Publication:4914973
DOI10.1080/00949655.2010.483231zbMath1431.62394OpenAlexW2041618547MaRDI QIDQ4914973
Publication date: 16 April 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.483231
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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