Testing for boundary conditions in case of fractionally integrated processes
DOI10.1007/s10260-019-00474-wzbMath1457.62263OpenAlexW2946852211MaRDI QIDQ2218638
Margherita Gerolimetto, Stefano Magrini
Publication date: 15 January 2021
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-019-00474-w
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)
Uses Software
Cites Work
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