Semiparametric robust tests on seasonal or cyclical long memory time series (Q4431620): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00264 / rank | |||
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| Property / cites work: Semiparametric Inference in Seasonal and Cyclical Long Memory Processes / rank | |||
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| Property / cites work: LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS / rank | |||
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Latest revision as of 12:00, 6 June 2024
scientific article; zbMATH DE number 1995754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric robust tests on seasonal or cyclical long memory time series |
scientific article; zbMATH DE number 1995754 |
Statements
Semiparametric robust tests on seasonal or cyclical long memory time series (English)
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22 October 2003
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long memory
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semiparametric inference
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frequency domain
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Lagrange multiplier test
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