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~institution:"Centre for Analytical Finance <Århus>"
~person:"Koulikov, Dmitri"
~subject:"Estonia"
~subject:"Time series analysis"
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Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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