Open AccessMeasuring stationarity in long-memory processes
Author(s) -
Kemal Sen,
Philip Preuß,
Holger Dette
Publication year - 2017
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.2014.039
Subject(s) - long memory , computer science , econometrics , economics , volatility (finance)