{"paper":{"title":"Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"B\\'echir Dola (SAMM), Jean-Marc Bardet (SAMM)","submitted_at":"2016-01-21T15:42:15Z","abstract_excerpt":"In this paper, we show that the central limit theorem (CLT) satisfied by the data-driven Multidimensional Increment Ratio (MIR) estimator of the memory parameter d established in Bardet and Dola (2012) for d $\\in$ (--0.5, 0.5) can be extended to a semiparametric class of Gaussian fractionally integrated processes with memory parameter d $\\in$ (--0.5, 1.25). Since the asymptotic variance of this CLT can be estimated, by data-driven MIR tests for the two cases of stationarity and non-stationarity, so two tests are constructed distinguishing the hypothesis d \\textless{} 0.5 and d $\\ge$ 0.5, as we"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1601.05682","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}