Pages that link to "Item:Q4224731"
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The following pages link to On the power of durbin-watson statistic against fractionally integrated processes (Q4224731):
Displaying 3 items.
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- The spurious regression of fractionally integrated processes (Q1973433) (← links)
- The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process (Q2745543) (← links)