Simple Wald tests of the fractional integration parameter: an overview of new results (Q4593686)
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scientific article; zbMATH DE number 6811487
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| English | Simple Wald tests of the fractional integration parameter: an overview of new results |
scientific article; zbMATH DE number 6811487 |
Statements
22 November 2017
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Wald test
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fractional integration paramater
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semiparameter tests
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0.8406165838241577
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0.8281171917915344
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0.8280037641525269
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0.8195369243621826
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0.8094885349273682
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