The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models

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

ISSN: 0094-9655

Year of publication: 2001

Volume: 70

Issue: 3

Pages: 267-272

Type: Article

DOI: 10.1080/00949650108812121 GOOGLE SCHOLAR
Data source: Scopus