Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (Q367487)

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scientific article; zbMATH DE number 6208396
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    Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances
    scientific article; zbMATH DE number 6208396

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      Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (English)
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      16 September 2013
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      deterministic trends
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      fractional integration
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      long memory
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