A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237)
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scientific article; zbMATH DE number 1934926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION |
scientific article; zbMATH DE number 1934926 |
Statements
A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (English)
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25 June 2003
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seasonal fractional roots
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long-memory
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fractional cointegration
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one-sided alternatives
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ARIMA
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tables
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