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Rescaled variance and related tests for long memory in volatility and levels. Journal of Econometrics. 112:265-294.. 2003.
Semiparametric estimation of the intensity of long memory in conditional Heteroskedasticity. Statistical Inference for Stochastic Processes. 3:113-128.. 2000.
On the power of R/S-type tests fort stationarity against contiguous and semi long memory alternatives. Acta Applicandae Mathematicae. 78:285-299.. 2003.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD