Archivo Abierto Institucional de la Universidad Carlos III de Madrid: Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests

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Please use this identifier to cite or link to this item: http://hdl.handle.net/10016/4673

Google™ Scholar. Others By: Delgado, Miguel A. - Hidalgo, Javier

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Title:	Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests
Author(s):	Delgado, Miguel A. [delgado] Hidalgo, Javier
Publisher:	Universidad Carlos III de Madrid. Departamento de Estadística
Issued date:	Jul-1998
URI:	http://hdl.handle.net/10016/4673
Serie / Nº.:	UC3M Working Papers. Statistics and Econometrics 1998-50-22
Keywords:	Goodness-of-fit FARIMA processes Marked empirical processes Contiguous alternatives Bootstrap tests
Appears in Collections:	DES - Working Papers. Statistics and Econometrics. WS Economists Online

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