Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
Copyright policy )Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
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- University of Chicago United States
- University of Illinois System United States
- University of Illinois United States
- University of Illinois at Urbana Champaign United States
Statistics and Probability, Long memory, Non-Markovian processes: hypothesis testing, Applied Mathematics, Local Whittle estimation, long memory, local Whittle estimation, Fractional integration, Time series, auto-correlation, regression, etc. in statistics (GARCH), R/S test, Modelling and Simulation, KPSS test, Nonparametric hypothesis testing, Lagrange multiplier test
Statistics and Probability, Long memory, Non-Markovian processes: hypothesis testing, Applied Mathematics, Local Whittle estimation, long memory, local Whittle estimation, Fractional integration, Time series, auto-correlation, regression, etc. in statistics (GARCH), R/S test, Modelling and Simulation, KPSS test, Nonparametric hypothesis testing, Lagrange multiplier test
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