Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849)
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scientific article; zbMATH DE number 5128012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic powers of nonparametric and semiparametric tests for fractional integration |
scientific article; zbMATH DE number 5128012 |
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Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (English)
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19 February 2007
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KPSS test
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Lagrange multiplier test
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local Whittle estimation
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long memory
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R/S test
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