Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests

Javier Hidalgo
Authors registered in the RePEc Author Service: Miguel A. Delgado ()

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Keywords: Goodness-of-fit; FARIMA; processes; Marked; empirical; processes; Contiguous; alternatives; Bootstrap; tests (search for similar items in EconPapers)
Date: 1998-07
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