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Broadband Semiparametric Estimation of the Memory Parameter of a Long-Memory Time Series Using Fractional Exponential Models

✍ Scribed by Clifford M. Hurvich; Julia Brodsky

Book ID: 108549455
Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 295 KB
Volume: 22
Category: Article
ISSN: 0143-9782
DOI: 10.1111/1467-9892.00220

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