Detecting long-range dependence for time-varying linear models
type: Item
instance of: scholarly article
title: Detecting long-range dependence for time-varying linear models
author: Lujia Bai
author: Weichi Wu
published in: Bernoulli
publication date: 2024-07-02T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7874427
zbMATH Keywords: locally stationary process
zbMATH Keywords: long-range dependence
zbMATH Keywords: spurious long memory
zbMATH Keywords: time-varying models
MaRDI profile type: MaRDI publication profile
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DOI: 10.3150/23-BEJ1680
description: scientific article; zbMATH DE number 7874427