LONG MEMORY TESTING IN THE TIME DOMAIN

DOI10.1017/S0266466608080092zbMath1280.62024MaRDI QIDQ3632376

Matei Demetrescu, Vladimir Kuzin, Uwe Hassler

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Diagnostics, and linear inference and regression (62J20)

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