Variance ratio tests of the seasonal unit root hypothesis (Q261881)
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scientific article; zbMATH DE number 6560395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance ratio tests of the seasonal unit root hypothesis |
scientific article; zbMATH DE number 6560395 |
Statements
Variance ratio tests of the seasonal unit root hypothesis (English)
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24 March 2016
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seasonal unit root tests
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variance ratio statistics
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periodic heteroscedasticity
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weak dependence
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