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