| 14 | Long-Memory Analysis |
| 14.1 | Introduction |
| 14.2 | Model Indepependent Tests for I(0) against I(d) |
| 14.2.1 | Robust Rescaled Range Statistic |
| 14.2.2 | The KPSS Statistic |
| 14.2.3 | The Rescaled Variance V/S Statistic |
| 14.2.4 | Nonparametric Test for I(0) |
| 14.3 | Semiparametric Estimators in the Spectral Domain |
| Bibliography |