Pages that link to "Item:Q3652627"

The following pages link to TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627):

Displaying 21 items.

• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Testing for periodic integration (Q672884) (← links)
• The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
• Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
• Fractional integration and interval prediction (Q1351229) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• On the invertibility of seasonally adjusted series (Q1695537) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• Testing the fractional integration parameter revisited: a fractional Dickey-Fuller test (Q2204611) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• (Q2971501) (← links)
• Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
• Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
• An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
• Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)