Detection of nonconstant long memory parameter
Frédéric Lavancier; Remigijus Leipus; Anne Philippe; Donatas Surgailis
| Year of publication: |
2013
|
|---|---|
| Authors: | Lavancier, Frédéric ; Leipus, Remigijus ; Philippe, Anne ; Surgailis, Donatas |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 5, p. 1009-1056
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010248314