Pages that link to "Item:Q3632376"
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The following pages link to LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376):
Displayed 17 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- (Q2971501) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Testing for a rational bubble under long memory (Q5745639) (← links)