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"Testing Fractional Order of Long Memory Processes: A Monte Carlo Study."

Laurent Ferrara, Dominique Guégan, Zhiping Lu (2010)

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DOI: 10.1080/03610911003646381

access: closed

type: Journal Article

metadata version: 2020-05-10

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Laurent Ferrara, Dominique Guégan, Zhiping Lu:
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. Commun. Stat. Simul. Comput. 39(4): 795-806 (2010)

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