Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials

vastutusandmed
Juan Carlos Cuestas and Luis Alberiko Gil-Alana
ajakirja aastakäik number kuu
vol. 20, 1
ilmumisaasta
leheküljed
p. 57-74 : ill
võtmesõna
ISSN
1558-3708
märkused
Bibliogr. p. 72-74
keel
inglise
Cuestas, J.C., Gil-Alana, L.A. Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials // Studies in nonlinear dynamics & econometrics (2016) vol. 20, 1, p. 57-74 : ill.