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Testing for long memory in the presence of a general trend

Giraitis, Liudas, Kokoszka, Piotr and Leipus, Remigijus (2001) Testing for long memory in the presence of a general trend. Journal of applied probability, 38 (4). pp. 1033-1054. ISSN 0021-9002

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Item Type: Article
Official URL: http://www.appliedprobability.org/ap.html
Additional Information: © 2001 Applied Probability Trust
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Economics
Rights: http://www.lse.ac.uk/library/rights/LSERO.htm
URL: http://eprints.lse.ac.uk/7170/

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