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LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

✍ Scribed by Gemai Chen; Bovas Abraham; Shelton Peiris

Book ID: 111039761
Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 797 KB
Volume: 15
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1994.tb00205.x

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