Tests for the order of integration against higher order integration
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Publication:1880276
DOI10.1007/s00362-003-0162-yzbMath1050.62052OpenAlexW2000814359MaRDI QIDQ1880276
Publication date: 22 September 2004
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-003-0162-y
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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