Tests of long memory: A bootstrap approach

Computational Economics

Volumn 25, Issue 1-2, 2005, Pages 103-113

  Grau Carles, Pilar ^a  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

Author keywords

Bootstrap; Long memory tests; Time series

Indexed keywords

EID: 24144495470     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10614-005-6277-6     Document Type: Article

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