Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels

DOI10.1016/j.jeconom.2004.08.001zbMath1335.62133OpenAlexW1547654594MaRDI QIDQ262787

Remigijus Leipus, Liudas Giraitis, Gilles Teyssière, Piotr S. Kokoszka

Publication date: 30 March 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.08.001

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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