A joint test of fractional cyclic integration and a linear time trend

  1. Gil-Alana, L.A.
Journal:
Journal of Statistical Computation and Simulation

ISSN: 0094-9655

Year of publication: 2001

Volume: 71

Issue: 4

Pages: 269-285

Type: Article

DOI: 10.1080/00949650108812149 GOOGLE SCHOLAR