Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances

zbMath1272.62023MaRDI QIDQ367487

Luis A. Gil-Alana

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

fractional integrationlong memorydeterministic trends

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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