Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.)
Year of publication: |
1998-09
|
---|---|
Authors: | Artech, Josu ; Robinson, Peter M |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Semiparametric inference | long memory | seasonality |
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