Document Type


Publication Date



This paper proposes an accurate confidence interval for the trend parameter in a linear regression model with long memory errors. The interval is based upon an equivalent sum of squares method and is shown to perform comparably to a weighted least squares interval. The advantages of the proposed interval lies in its relative ease of computation and should be attractive to practitioners.

Copyright Statement

This is an author-produced, peer-reviewed version of this article. © 2009, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License ( The final, definitive version of this document can be found online at Statistics & Probability Letters, doi: 10.1016/j.spl.2008.01.057

Included in

Mathematics Commons