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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 |
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TUTORIALS |