On the power of durbin-watson statistic against fractionally integrated processes (Q4224731)
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scientific article; zbMATH DE number 1241182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the power of durbin-watson statistic against fractionally integrated processes |
scientific article; zbMATH DE number 1241182 |
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On the power of durbin-watson statistic against fractionally integrated processes (English)
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10 June 1999
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Durbin-Watson statistic
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unit root
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fractional Brownian motion
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