Finite sample performance of frequency- and time-domain tests for seasonal fractional integration

  1. Rodrigues, P.M.M.
  2. Rubia, A.
  3. Valle e Azevedo, J.
Aldizkaria:
Journal of Statistical Computation and Simulation

ISSN: 0094-9655,  1563-5163

Argitalpen urtea: 2013

Alea: 83

Zenbakia: 7

Orrialdeak: 1373-1384

Mota: Artikulua

DOI: 10.1080/00949655.2012.660489 GOOGLE SCHOLAR

Garapen Iraunkorreko Helburuak

Datuen iturria: Scopus