R/S-bootstrapping test for fractional integration (Q5086300)
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scientific article; zbMATH DE number 7553260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | R/S-bootstrapping test for fractional integration |
scientific article; zbMATH DE number 7553260 |
Statements
R/S-bootstrapping test for fractional integration (English)
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5 July 2022
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R/S-type statistic
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parametric bootstrap
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long memory
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fractional integration
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