Robust Automatic Bandwidth for Long Memory (Q2740037): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Automatic Bandwidth for Long Memory |
scientific article |
Statements
Robust Automatic Bandwidth for Long Memory (English)
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16 September 2001
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long memory
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optimal bandwidth
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conditional heteroscedasticity
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