Testing stationary nonnested short memory against long memory processes
By: Param Silvapulle.
Contributors: La Trobe University. Schools of Economics and Commerce.
Series: Discussion papers,; no. A.95.32; Discussion papers (La Trobe University. School of Economics) ;; no. A.95.32.
Publisher: La Trobe University, Schools of Economics and Commerce
Published: 1996
Place of publication: Bundoora, Vic., Australia
Language: eng
Number of pages: 15
Subjects: Economics, Mathematical.; Statistical hypothesis testing.; Regression analysis.; Time-series analysis.
Notes: Includes bibliographical references (p. 11-12).
"November 1995."