Nonparametric tests for periodic integration

DOI10.2202/1941-1928.1090MaRDI QIDQ4928532zbMATH OpenOpenAlexFDO

Authors Tomás del Barrio Castro, Denise R. Osborn

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1941-1928.1090

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Economic time series analysis (91B84)

Recommendations

• Non-parametric testing for seasonally and periodically integrated processes
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Cited in

(6)

• Nonparametric Comparison of Cumulative Periodograms
• Non-parametric testing for seasonally and periodically integrated processes
• TESTING FOR PERIODIC STATIONARITY
• Powerful nonparametric seasonal unit root tests
• Three tests for the existence of cycles in time series
• Testing for periodic integration

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