R/S-bootstrapping test for fractional integration (Q5086300)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: R/S-bootstrapping test for fractional integration |
scientific article; zbMATH DE number 7553260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | R/S-bootstrapping test for fractional integration |
scientific article; zbMATH DE number 7553260 |
Statements
R/S-bootstrapping test for fractional integration (English)
0 references
5 July 2022
0 references
R/S-type statistic
0 references
parametric bootstrap
0 references
long memory
0 references
fractional integration
0 references
