A New Test for Short Memory in Long Memory Time Series
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Publication:5885377
DOI10.1080/00031305.2015.1056829OpenAlexW2137899560WikidataQ58289290 ScholiaQ58289290MaRDI QIDQ5885377
Publication date: 3 April 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2015.1056829
goodness-of-fit testsample autocorrelationPortmanteau testautoregressive fractionally integrated moving-average
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Cites Work
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