On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369)
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scientific article; zbMATH DE number 1189670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the properties of the Dickey-Pantula test against fractional alternatives |
scientific article; zbMATH DE number 1189670 |
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On the properties of the Dickey-Pantula test against fractional alternatives (English)
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13 August 1998
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Dickey-Pantula test
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nonstationary fractionally integrated processes
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