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

Giraitis, Liudas, Kokoszka, Piotr, Leipus, Remigijus, Teyssière, Gilles . Acta Applicandae Mathematicae 2003. 78 (1-3) :285-299

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Bibtex

@article{CIS-206258,
  Author = {Giraitis, Liudas and Kokoszka, Piotr and Leipus, Remigijus and Teyssière, Gilles},
  Title = {On the power of $R$/$S$-type tests under contiguous and semi-long memory alternatives.},
  Journal = {Acta Applicandae Mathematicae},
  Volume = {78},
  Number = {1-3},
  Year = {2003},
  Pages = {285--299},
  Keywords = {Long memory, ARCH processes, GEGENBAUER PROCESS, modified R/S statistic, KPSS statistic, linear ARCH, V /S statistic}
}

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