Robust testing of time trend and mean with unknown integration order errors (Q5055256)
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scientific article; zbMATH DE number 7632302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust testing of time trend and mean with unknown integration order errors |
scientific article; zbMATH DE number 7632302 |
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Robust testing of time trend and mean with unknown integration order errors (English)
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13 December 2022
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confidence intervals
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fractional integration
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inference
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linear time trend
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long memory
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quasi-GLS procedure
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