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The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series

✍ Scribed by Clifford M. Hurvich; Rohit Deo; Julia Brodsky

Book ID: 108549311
Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 633 KB
Volume: 19
Category: Article
ISSN: 0143-9782
DOI: 10.1111/1467-9892.00075

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