STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER
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Publication:3377453
DOI10.1017/S0266466605050401zbMath1083.62075MaRDI QIDQ3377453
Fabio Busetti, A. M. Robert Taylor
Publication date: 22 March 2006
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)
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