Nonparametric Tests for Periodic Integration

DOI10.2202/1941-1928.1090zbMath1266.62029OpenAlexW2150643377MaRDI QIDQ4928532

Tomás del Barrio Castro, Denise R. Osborn

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1941-1928.1090

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Economic time series analysis (91B84)

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Non-parametric testing for seasonally and periodically integrated processes

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