On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627)
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scientific article; zbMATH DE number 1151723
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| English | On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives |
scientific article; zbMATH DE number 1151723 |
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On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (English)
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5 May 1999
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ARIMA
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ARFIMA
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AR and MA unit roots
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0.8150926828384399
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0.8074920773506165
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0.7864212989807129
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