A joint test of fractional cyclic integration and a linear time trend (Q4534174)
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scientific article; zbMATH DE number 1750637
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| default for all languages | No label defined |
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| English | A joint test of fractional cyclic integration and a linear time trend |
scientific article; zbMATH DE number 1750637 |
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A joint test of fractional cyclic integration and a linear time trend (English)
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2 February 2003
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fractional cycles
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deterministic trends
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long memory
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0.7933963537216187
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0.7859705090522766
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0.7753317952156067
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0.7730663418769836
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0.7725477814674377
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