Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic

3 October 2010

Papers citing "Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic"

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Title
$Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics$ Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics Jean‐Marc Bardet Béchir Dola 14 1 0 21 Jan 2016
Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics Jean‐Marc Bardet Béchir Dola 39 0 0 10 Jul 2012