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Latest revision as of 04:20, 11 December 2024

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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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