Temporal Aggregation and Bandwidth selection in estimating long memory.
| Autor: | Souza, Leonardo Rocha1 souzal@un.org |
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| Zdroj: | Journal of Time Series Analysis. Sep2007, Vol. 28 Issue 5, p701-722. 22p. 7 Charts, 3 Graphs. |
| Databáze: | Academic Search Ultimate |
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