Bounded integrated processes and unit root tests
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Publication:1766955
DOI10.1007/BF02511445zbMath1145.62366MaRDI QIDQ1766955
Publication date: 3 March 2005
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)
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