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

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URI: https://hdl.handle.net/10016/4673
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ws985022.pdf (1.2 MB)
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1998-07
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Goodness-of-fit, FARIMA processes, Marked empirical processes, Contiguous alternatives, Bootstrap tests
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DES - Working Papers. Statistics and Econometrics. WS
Economists Online