Pages that link to "Item:Q3434189"

The following pages link to A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189):

Displaying 13 items.

• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• The increment ratio statistic under deterministic trends (Q616536) (← links)
• Leader nodes in communities for information spreading (Q832130) (← links)
• A two-sample test for comparison of long memory parameters (Q990895) (← links)
• Evaluating currency risk in emerging markets (Q996771) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Asymptotic independence of distant partial sums of linear processes (Q2466763) (← links)
• The increment ratio statistic (Q2476149) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• A KPSS Test for Stationarity for Spatial Point Processes (Q3530097) (← links)
• Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
• Rescaled variance tests for seasonal stationarity (Q6039104) (← links)