On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (Q1415885)
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scientific article; zbMATH DE number 2015168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives |
scientific article; zbMATH DE number 2015168 |
Statements
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (English)
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9 December 2003
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long memory
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Gegenbauer process
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ARCH processes
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linear ARCH
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semi-long memory
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modified \(R/S\) statistic
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KPSS statistic
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\(V/S\) statistic
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semi-parametric tests
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