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Testing for long memory in the presence of a general trend

Giraitis, Liudas and 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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Identification Number: 10.1239/jap/1011994190
Item Type: Article
Official URL: http://www.appliedprobability.org/ap.html
Additional Information: © 2001 Applied Probability Trust
Subjects: Q Science > QA Mathematics
Sets: Departments > Economics
Date Deposited: 06 Nov 2008 12:43
Last Modified: 01 Oct 2010 08:59
URI: http://eprints.lse.ac.uk/id/eprint/7170

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