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A multivariate test against spurious long memory
Sibbertsen, Philipp; Leschinski, Christian; Busch, Marie - In: Journal of econometrics 203 (2018) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
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Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.; Sibbertsen, Philipp - In: Journal of econometrics 128 (2005) 2, pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
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Generating schemes for long memory processes: regimes, aggregation and linearity
Davidson, James; Sibbertsen, Philipp - In: Journal of econometrics 128 (2005) 2, pp. 253-282
Persistent link: https://www.econbiz.de/10006751076