On a class of estimation and test for long memory
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Publication:2153233
DOI10.1016/J.PHYSA.2018.06.092OpenAlexW1682599076MaRDI QIDQ2153233FDOQ2153233
Authors: Hui Fu, Xin-Jiang He, Wen-Ting Chen
Publication date: 1 July 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://ro.uow.edu.au/cgi/viewcontent.cgi?article=2622&context=eispapers1
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Cited In (6)
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- Rescaled variance and related tests for long memory in volatility and levels
- The scaling function-based estimator of long memory in the presence of a short-term component
- Estimating long memory: scaling function vs. Andrews and Guggenberger GPH
- Tests of long memory: a bootstrap approach
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