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

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

ISSN: 0094-9655

Argitalpen urtea: 2001

Alea: 70

Zenbakia: 3

Orrialdeak: 267-272

Mota: Artikulua

DOI: 10.1080/00949650108812121 GOOGLE SCHOLAR
Datuen iturria: Scopus