Testing Fractional Order of Long Memory Processes: A Monte Carlo Study

By Ferrara Laurent  

Communications in Statistics: Simulation and Computation, Vol. 39, Iss. 4, 2010-04 ,pp. : 795-806

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The Sensitivity of Detrended Long-Memory Processes

By Banerjee Anurag N.  

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 20, 2013-10 ,pp. : 3770-3780

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Edgeworth Expansion for Linear Regression Processes with Long-Memory Errors

By Aga Mosisa  

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 4, 2011-01 ,pp. : 663-673

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Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application

By Boutahar Mohamed   Marimoutou Vêlayoudom   Nouira Leïla  

Journal of Applied Statistics, Vol. 34, Iss. 3, 2007-04 ,pp. : 261-301

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Comparative evaluation of semiparametric long-memory estimators

By De Giovanni Livia  

Journal of Statistical Computation and Simulation, Vol. 76, Iss. 7, 2006-07 ,pp. : 645-654

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