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~person:"Ka, Diongue Abdou"
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Ka, Diongue Abdou
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Estimation of k-Factor Gigarch Process: A Monte Carlo Study
Ka, Diongue Abdou
;
Guegan, Dominique
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HAL
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2008
and the second is obtained as an extension of
Whittle
's
estimation
approach. For comparison purposes, Monte Carlo …
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