XploRe  
   

  Long-Memory Analysis

1 Introduction

2 Model Indepependent Tests for I(0) against I(d)
1 Robust Rescaled Range Statistic
2 The KPSS Statistic
3 The Rescaled Variance V/S Statistic
4 Nonparametric Test for I(0)

3 Semiparametric Estimators in the Spectral Domain

  Bibliography


folder TUTORIALS