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

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorDelgado, Miguel A.
dc.contributor.authorHidalgo, Javier
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2009-07-08T15:28:59Z
dc.date.available2009-07-08T15:28:59Z
dc.date.issued1998-07
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/4673
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries1998-50-22
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherGoodness-of-fit
dc.subject.otherFARIMA processes
dc.subject.otherMarked empirical processes
dc.subject.otherContiguous alternatives
dc.subject.otherBootstrap tests
dc.titleConsistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests
dc.typeworking paper*
dspace.entity.typePublication
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