Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641)
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English | Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials |
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Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (English)
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30 March 2023
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Chebyshev polynomials
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fractional integration
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long run dependence
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