True or spurious long memory? : a new test
Year of publication: |
2008
|
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Authors: | Ohanissian, Arek ; Russell, Jeffrey R. ; Tsay, Ruey S. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 26.2008, 2, p. 161-175
|
Subject: | Long memory | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Deutschland | Germany | Japan | 1986-1996 |
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