Pages that link to "Item:Q1782409"
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The following pages link to Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409):
Displaying 4 items.
- A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series (Q2137578) (← links)
- Tests of Distributional Hypotheses with Nuisance Parameters Using Fourier Series Methods (Q4031125) (← links)
- The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (Q4705830) (← links)
- High dimensional threshold model with a time-varying threshold based on Fourier approximation (Q6645227) (← links)