On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Year of publication: |
2011
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---|---|
Authors: | Ercolani, Joanne S. |
Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 5, p. 512-517
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Publisher: |
Wiley Blackwell |
Saved in:
Saved in favorites
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