Likelihood inference for a nonstationary fractional autoregressive model (Q736555)
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scientific article; zbMATH DE number 6609177
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| English | Likelihood inference for a nonstationary fractional autoregressive model |
scientific article; zbMATH DE number 6609177 |
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Likelihood inference for a nonstationary fractional autoregressive model (English)
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4 August 2016
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Dickey-Fuller test
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fractional unit root
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likelihood inference
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0.843894898891449
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0.8270795345306396
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0.8270795345306396
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0.8116369843482971
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0.8056642413139343
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