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Time series in high dimensions : the general dynamic factor model
Hallin, Marc
(
ed.
);
Lippi, Marco
(
ed.
); …
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2020
Persistent link: https://www.econbiz.de/10012002347
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Time series with long memory
Robinson, Peter M.
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contributor
)
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2003
Persistent link: https://www.econbiz.de/10001685690
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