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.
Revue:
Journal of Statistical Computation and Simulation

ISSN: 0094-9655,  1563-5163

Année de publication: 2013

Volumen: 83

Número: 7

Pages: 1373-1384

Type: Article

DOI: 10.1080/00949655.2012.660489 GOOGLE SCHOLAR

Objectifs de Développement Durable

La source de données: Scopus