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Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models

✍ Scribed by Josu Arteche

Book ID: 108432694
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 523 KB
Volume: 119
Category: Article
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(03)00158-1

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