A test of the long memory hypothesis based on self-similarity
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Publication:1695666
DOI10.1515/JTSE-2013-0036zbMath1499.62302OpenAlexW2107920828MaRDI QIDQ1695666
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10871/17604
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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Cites Work
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