Spurious Regressions in Time Series with Long Memory
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Publication:5259097
DOI10.1080/03610926.2012.753088zbMath1325.62174OpenAlexW2085115733MaRDI QIDQ5259097
Publication date: 24 June 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.753088
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Economic time series analysis (91B84) Brownian motion (60J65)
Cites Work
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