True or Spurious Long Memory? A New Test
Ohanissian, Arek Et al.
True or Spurious Long Memory? A New Test 2008 - 2008 - 161-175 V. 26 Issue. 2
Economic Statistics
Regime switching;Structural change;Temporal aggregation;
True or Spurious Long Memory? A New Test 2008 - 2008 - 161-175 V. 26 Issue. 2
Economic Statistics
Regime switching;Structural change;Temporal aggregation;