scientific article; zbMATH DE number 2217285

MaRDI QIDQ5699207zbMATH OpenFDO

Authors Param Silvapulle

Publication date 20 October 2005

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION
• On LM type tests for seasonal unit roots in quarterly data
• Finite sample performance of frequency- and time-domain tests for seasonal fractional integration
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
• Deterministic seasonality versus seasonal fractional integration

Cited in

(6)

• Seasonal misspecification in the context of fractionally integrated univariate time series
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION
• Semiparametric robust tests on seasonal or cyclical long memory time series
• scientific article; zbMATH DE number 1395879 (Why is no real title available?)
• Finite sample performance of frequency- and time-domain tests for seasonal fractional integration
• Seasonal long memory in the aggregate output

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5699207)