Pages that link to "Item:Q265025"
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The following pages link to Sign tests for long-memory time series (Q265025):
Displaying 6 items.
- Constancy test for FARIMA long memory processes (Q458109) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (Q1415885) (← links)
- On inference based on the one-sample sign statistic for long-range dependent data (Q2430249) (← links)
- Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
- A robust test for monotonicity in asset returns (Q6581763) (← links)