On the power of R/S-type tests under contiguous and semi-long memory alternatives

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus and Gilles Teyssière

No 1638, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2003-01-01
Note: In : Acta Applicandae Mathematicae,78, 285-299, 2003
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