On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367): Difference between revisions
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Revision as of 06:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the power of the KPSS test of stationarity against fractionally-integrated alternatives |
scientific article |
Statements
On the power of the KPSS test of stationarity against fractionally-integrated alternatives (English)
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24 February 1997
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fractional integration
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null hypothesis of stationarity
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stationary long memory alternatives
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short memory process
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