Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
statement of authorship
Juan Carlos Cuestas and Luis Alberiko Gil-Alana
journal volume number month
vol. 20, 1
year of publication
pages
p. 57-74 : ill
ISSN
1558-3708
notes
Bibliogr. p. 72-74
language
inglise
subject term
keyword
TTÜ department
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.