Comparison of non-parametric and semi-parametric tests in detecting long memory
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
Reference49 articles.
1. Anderson , T. W. 1971. “The Statistical Analysis of Time Series”. New York: Wiley.
2. Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
3. Testing for a change of the long-memory parameter
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