Long-range dependent time series specification
نویسندگان
چکیده
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: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/12-bej427