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Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion
Levine, Michael
;
Torres, Soledad
;
Viens, Frederi
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10008491581
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