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Semiparametric stationarity tests based on adaptive multidimensional
  increment ratio statistics

Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics

10 July 2012
Jean‐Marc Bardet
Béchir Dola
ArXivPDFHTML

Papers citing "Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics"

1 / 1 papers shown
Title
Adaptive semiparametric wavelet estimator and goodness-of-fit test for
  long memory linear processes
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Jean‐Marc Bardet
Hatem Bibi
55
6
0
03 Dec 2010
1