An Omnibus Test for the Fractionally Integrated Model
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All Author(s) ListCHONG Tai Leung
Name of ConferenceInternational Conference on Threshold Models and New Developments in Time Series
Country/Region of ConferenceChina
Proceedings TitleInternational Conference on Threshold Models and New Developments in Time Series
Year2004
Month7
Place of PublicationChina, Hong Kong
LanguagesEnglish-United Kingdom
KeywordsOmnibus Test ; Fractionally Integrated Model

Last updated on 2018-19-01 at 02:31