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2024 [1]
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Local powers of least-squares-based test for panel fractional Ornstein–Uhlenbeck process
Journal article
Tanaka, Katsuto, Xiao, Weilin, Yu, Jun. Local powers of least-squares-based test for panel fractional Ornstein–Uhlenbeck process[J]. Journal of Time Series Analysis, 2024.
Authors:
Tanaka, Katsuto
;
Xiao, Weilin
;
Yu, Jun
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Submit date：2024/10/10
Panel Fractional Ornstein–uhlenbeck Process
Least Squares
Asymptotic Distribution
Local Alternative
Local Power
