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 |