On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives
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Publication:1415885
DOI10.1023/A:1025702003631zbMath1029.62075OpenAlexW1719849314MaRDI QIDQ1415885
Liudas Giraitis, Remigijus Leipus, Gilles Teyssière, Piotr S. Kokoszka
Publication date: 9 December 2003
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1025702003631
long memoryARCH processeslinear ARCH\(V/S\) statisticGegenbauer processKPSS statisticmodified \(R/S\) statisticsemi-long memorysemi-parametric tests
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