Simplex is a geometric figure which is extensively used in economic theory. Depending on the needs of the theory, a simplex S is sometimes cut with a hyperplane H, which separates it into two parts T and T'. It may be useful to appreciate the manner in which the simplex in cut. One mode of...

The paper is concerned with the estimation of the long memory parameter in a conditionally heteroskedastic model proposed by Giraitis, Robinson and Surgailis (1999). We consider methods based on the partial sums of the squared observations which are similar in spirit to the classicla R/S...