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Maximum likelihood estimation of linear continuous time long memory processes with discrete time data

✍ Scribed by Henghsiu Tsai; K. S. Chan

Book ID: 111038908
Publisher: Blackwell Publishing
Year: 2005
Tongue: English
Weight: 199 KB
Volume: 67
Category: Article
ISSN: 0952-8385
DOI: 10.1111/j.1467-9868.2005.00522.x

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