An Omnibus Test for Time Series ModelI(d)
type: Item
instance of: scholarly article
title: An Omnibus Test for Time Series ModelI(d)
zbMATH Open document ID: 1161.62055
DOI: 10.1080/03610910802439139
author: Terence T. L. Chong
author: Melvin J. Hinich
publication date: 2009-03-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5532398
zbMATH Keywords: Cramér-von Mises test
zbMATH Keywords: fractionally integrated process
zbMATH Keywords: long memory
zbMATH Keywords: spectral distribution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610910802439139
OpenAlex ID: W2082814993
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published in: Communications in Statistics. Simulation and Computation
description: scientific article