Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674): Difference between revisions
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English | Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics |
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Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (English)
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7 February 2018
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Gaussian fractionally integrated processes
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semiparametric estimators of the memory parameter
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test of long-memory
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stationarity test
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fractional unit roots test
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