"A two-sample test for comparison of long memory parameters."

Frédéric Lavancier, Anne Philippe, Donatas Surgailis (2010)

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DOI: 10.1016/J.JMVA.2010.04.003

access: open

type: Journal Article

metadata version: 2021-02-17

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Frédéric Lavancier, Anne Philippe, Donatas Surgailis:
A two-sample test for comparison of long memory parameters. J. Multivar. Anal. 101(9): 2118-2136 (2010)

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