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Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19
In this study we propose a fractional frequency flexible Fourier form fractionally integrated ADF unit-root test, which combines the fractional integration and nonlinear trend as a form of the Fourier function. We provide the asymptotics of the newly proposed test and investigate its small-sample pr...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7957456/ https://www.ncbi.nlm.nih.gov/pubmed/33747069 http://dx.doi.org/10.1186/s13662-021-03317-9 |