Auflistung nach Schlagwort "Scheinbar langes Gedächtnis"

Auflistung nach Schlagwort "Scheinbar langes Gedächtnis"

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  • Essays on fractional cointegration and spurious long memory 
    Afzal, Alia (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2019)
    This thesis contains four essays on fractional cointegration and spurious long memory following the introduction and related literature in the first chapter. Chapter 2 provides an analysis of fractional integration and ...
  • Essays on spurious long memory time series 
    Busch, Marie Theres (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2018)
    This thesis contains three essays on spurious long memory with an introduction to the literature in the first Chapter. Chapter 2 presents a multivariate score-type test against spurious long memory. We prove the consistency ...