The estimation of misspecified long memory models
Year of publication: |
2014
|
---|---|
Authors: | Robinson, Peter M. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, P2, p. 225-230
|
Publisher: |
Elsevier |
Subject: | Long memory | Slowly-varying function | Log-periodogram estimate |
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