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A critical look at Lo's modified R/S statistic

, , and . Journal of Statistical Planning and Inference, 80 (1-2): 211--227 (Aug 1, 1999)

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A critical look at Lo's modified R/S statistic, , and . Journal of Statistical Planning and Inference, 80 (1-2): 211--227 (Aug 1, 1999)Testing for long-range dependence in the presence of shifting means or a slowly declining trend, using a variance-type estimator, and . Journal of Time Series Analysis, 18 (3): 279--304 (121 05 1997)doi: 10.1111/1467-9892.00050.