The sample autocorrelation function and the detection of long-memory processes
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References listed on IDEAS
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- Hossein Hassani & Emmanuel Sirimal Silva, 2015. "A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts," Econometrics, MDPI, Open Access Journal, vol. 3(3), pages 1-20, August.
More about this item
KeywordsLong-range dependence; Long-memory process; Sample autocorrelation function; Spectral density function; Auto bicorrelations; Bispectral density;
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