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A test of the null of integer integration against the alternative of fractional integration - MaRDI portal

A test of the null of integer integration against the alternative of fractional integration (Q494391)

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scientific article; zbMATH DE number 6477247
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A test of the null of integer integration against the alternative of fractional integration
scientific article; zbMATH DE number 6477247

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    A test of the null of integer integration against the alternative of fractional integration (English)
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    1 September 2015
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    fractionally integrated process
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    short memory
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    unit root
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