Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849): Difference between revisions

@@ Property / author @@
-Xiao-Feng Shao
@@ Property / author: Xiao-Feng Shao / rank @@
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@@ Property / author @@
-Wei-Biao Wu
@@ Property / author: Wei-Biao Wu / rank @@
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@@ Property / author @@
+Xiao-Feng Shao
@@ Property / author: Xiao-Feng Shao / rank @@
+Normal rank
@@ Property / author @@
+Wei-Biao Wu
@@ Property / author: Wei-Biao Wu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2006.08.002
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+W2156188793
@@ Property / OpenAlex ID: W2156188793 / rank @@
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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+Q4726487
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+Q4082810
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+Rescaled variance and related tests for long memory in volatility and levels
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+TESTING FOR LONG MEMORY IN VOLATILITY
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+Estimating Long Memory in Volatility
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+Q3827437
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+On the power of the KPSS test of stationarity against fractionally-integrated alternatives
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+Long-Term Memory in Stock Market Prices
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+A Nonparametric Test for I(0)
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+EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
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+Q4692920
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+Efficient Tests of Nonstationary Hypotheses
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Q5326870
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+LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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+Q5732117
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+THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL  INTEGRATION
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+Nonlinear system theory: Another look at dependence
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+On linear processes with dependent innovations
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+Limit theorems for iterated random functions
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+A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
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+Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative
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@@ links / mardi / name / links / mardi / name @@
+Publication:867849