Browsing Wirtschaftswissenschaftliche Fakultät by Subject "Zeitreihenanalyse"

Browsing Wirtschaftswissenschaftliche Fakultät by Subject "Zeitreihenanalyse"

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  • 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 ...

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