| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481802 | Physica A: Statistical Mechanics and its Applications | 2012 | 15 Pages |
Abstract
⺠Models with changes in mean can easily create a spurious long memory behavior. ⺠The GPH, the DFA, the ELW, and the wavelet method fail to reject the alternative hypothesis of long memory. ⺠Inflation time series are characterized by the presence of both long memory and structural change behavior.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Lanouar Charfeddine, Dominique Guégan,