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~person:"Thomakos, Dimitrios D."
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Thomakos, Dimitrios D.
Patterson, Kerry D.
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Optimal linear filtering, smoothing and trend extraction for the m-th differences of a unit root process : a singular spectrum analysis approach
Thomakos, Dimitrios D.
;
Hassani, Hossein
;
Patterson, …
-
2013
Persistent link: https://www.econbiz.de/10010201220
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