Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:48, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics |
scientific article |
Statements
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (English)
0 references
7 February 2018
0 references
Gaussian fractionally integrated processes
0 references
semiparametric estimators of the memory parameter
0 references
test of long-memory
0 references
stationarity test
0 references
fractional unit roots test
0 references
