Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A consistent test for unit root against fractional alternative - MaRDI portal

A consistent test for unit root against fractional alternative

From MaRDI portal

Publication:2627763

Jump to:navigation, search

DOI10.1504/IJOR.2016.10000072zbMath1362.62160MaRDI QIDQ2627763

Ahmed Bensalma

Publication date: 31 May 2017

Published in: International Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulation fractional integration fractional unit root Dickey-fuller test Nelson-Plosser data

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)

This page was built for publication: A consistent test for unit root against fractional alternative

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2627763&oldid=15433150"