Asymptotics for general fractionally integrated processes with applications to unit root tests

Qiying Wang*, Yan Xia Lin, Chandra M. Gulati

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    32 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Asymptotics for general fractionally integrated processes with applications to unit root tests'. Together they form a unique fingerprint.

    Mathematics