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capitalizes upon these developments. Chapter III illustrates the integration of the reasoning logic in hypermedia, multimedia, and … theory and practice of building models for decision and risk analysis, and embedding them into commercial software as …
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In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
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