Tests of Linear and Logarithmic Transformations for Integrated Processes

DOI10.2307/2670001MaRDI QIDQ4541247zbMATH OpenOpenAlexFDO

Authors Masahito Kobayashi, Michael McAleer

Publication date 30 July 2002

Full work available at URL https://doi.org/10.2307/2670001

zbMATH Keywords

data transformationintegrated processesnonnested tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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