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On Semiparametric Testing of I(<i>d</i>) by FEXP Models - MaRDI portal

On Semiparametric Testing of I(<i>d</i>) by FEXP Models (Q4929216)

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scientific article; zbMATH DE number 6175422
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On Semiparametric Testing of I(<i>d</i>) by FEXP Models
scientific article; zbMATH DE number 6175422

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    On Semiparametric Testing of I(<i>d</i>) by FEXP Models (English)
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    13 June 2013
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    fractional exponential models
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    I(\(d\)) processes
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    semiparametric testing
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