Testing for long memory in the presence of a general trend
Giraitis, Liudas; Kokoszka, Piotr; and Leipus, Remigijus
Testing for long memory in the presence of a general trend.
Journal of Applied Probability, 38 (4).
pp. 1033-1054.
ISSN 0021-9002
| Item Type | Article |
|---|---|
| Departments | Economics |
| DOI | 10.1239/jap/1011994190 |
| Date Deposited | 06 Nov 2008 12:43 |
| URI | https://researchonline.lse.ac.uk/id/eprint/7170 |