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On finite sample properties of the tests of robinson (1994) for fractional integration - MaRDI portal

On finite sample properties of the tests of robinson (1994) for fractional integration (Q4450409)

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scientific article; zbMATH DE number 2042586
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On finite sample properties of the tests of robinson (1994) for fractional integration
scientific article; zbMATH DE number 2042586

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    On finite sample properties of the tests of robinson (1994) for fractional integration (English)
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    15 February 2004
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    fractional integration
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    simulations
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    bootstrap
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    tables
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