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AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES

✍ Scribed by Clifford M. Hurvich; Kaizo I. Beltrao

Book ID: 111039751
Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 728 KB
Volume: 15
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1994.tb00194.x

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