Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872)
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scientific article; zbMATH DE number 7177669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample performance of frequency- and time-domain tests for seasonal fractional integration |
scientific article; zbMATH DE number 7177669 |
Statements
Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (English)
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6 March 2020
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LM tests
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non-stationarity
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fractional integration
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seasonality
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