منابع مشابه
Long–range Dependent Time Series Specification
Model specification of short–range dependent stationary time series has become a very active research field in both econometrics and statistics since about two decades ago. In the meantime, estimation of long–range dependent stationary time series models has also been quite active. To the best of our knowledge, however, model specification of stationary time series with long–range dependence (L...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2019
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2019.1604362