On semiparametric testing of I(\(d\)) by FEXP models (Q4929216)
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scientific article; zbMATH DE number 6175422
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| English | On semiparametric testing of I(\(d\)) by FEXP models |
scientific article; zbMATH DE number 6175422 |
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On Semiparametric Testing of I(<i>d</i>) by FEXP Models (English)
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13 June 2013
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fractional exponential models
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I(\(d\)) processes
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semiparametric testing
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0.8009586334228516
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0.7971453070640564
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0.7718454003334045
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0.7642086744308472
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0.7568861842155457
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