On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367)
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scientific article; zbMATH DE number 922053
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| English | On the power of the KPSS test of stationarity against fractionally-integrated alternatives |
scientific article; zbMATH DE number 922053 |
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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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0.9308486
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0.91961026
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0.8921051
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0.8764889
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0.8618016
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