The effect of additive outliers on a fractional unit root test (Q1622085)
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scientific article; zbMATH DE number 6976388
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| English | The effect of additive outliers on a fractional unit root test |
scientific article; zbMATH DE number 6976388 |
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The effect of additive outliers on a fractional unit root test (English)
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12 November 2018
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fractional Brownian motion
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additive outliers
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long memory
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unit root
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0.8543491363525391
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0.8476090431213379
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0.8214598298072815
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