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Plug-in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long-memory Time Series

✍ Scribed by Clifford M. Hurvich; Rohit S. Deo

Book ID: 108549375
Publisher: John Wiley and Sons
Year: 1999
Tongue: English
Weight: 158 KB
Volume: 20
Category: Article
ISSN: 0143-9782
DOI: 10.1111/1467-9892.00140

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