Lagrange multiplier test for seasonal fractional integration

Authors
Silvapulle, Paramsothy
Citation
Paramsothy Silvapulle, Lagrange multiplier test for seasonal fractional integration, Statistica, 59(1), 1999, pp. 125-134
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
59
Issue
1
Year of publication
1999
Pages
125 - 134
Database
ESSPER
SICI code
0390-590X(1999)59:1<125:LMTFSF>2.0.ZU;2-P