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Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density

✍ Scribed by Ahamada, Ibrahim; Jouini *, Jamel; Boutahar, Mohamed


Book ID
121774231
Publisher
Taylor and Francis Group
Year
2004
Tongue
English
Weight
142 KB
Volume
36
Category
Article
ISSN
0003-6846

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