Tests for long memory in a time series
作者： Vince Wiggins , Christopher F. Baum
DOI:
关键词: Series (mathematics) 、 Long memory 、 Economics 、 Arithmetic
摘要:
参考文章(2)
Fallaw Sowell, Maximum likelihood estimation of stationary univariate fractionally integrated time series models Journal of Econometrics. ,vol. 53, pp. 165- 188 ,(1992) , 10.1016/0304-4076(92)90084-5
Richard T. Baillie, Long memory processes and fractional integration in econometrics Journal of Econometrics. ,vol. 73, pp. 5- 59 ,(1996) , 10.1016/0304-4076(95)01732-1