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Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters

✍ Scribed by Benedikt M. Pötscher


Book ID
108556131
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
233 KB
Volume
70
Category
Article
ISSN
0012-9682

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