The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models (Q2784188)
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scientific article; zbMATH DE number 1731187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models |
scientific article; zbMATH DE number 1731187 |
Statements
The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models (English)
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1 July 2002
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fractional inegration
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Monte Carlo simulations
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moving average
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Lagrange multiplier
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tables
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