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Nonlinear log-periodogram regression for perturbed fractional processes

✍ Scribed by Yixiao Sun; Peter C.B. Phillips

Book ID: 108432679
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 469 KB
Volume: 115
Category: Article
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(03)00115-5

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