Comparison of non-parametric and semi-parametric tests in detecting long memory

Author: Boutahar Mohamed  

Publisher: Taylor & Francis Ltd

ISSN: 1360-0532

Source: Journal of Applied Statistics, Vol.36, Iss.9, 2009-09, pp. : 945-972

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract