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Latest revision as of 09:15, 29 May 2024

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A semiparametric two-step estimator in a multivariate long memory model
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    90
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    129-153
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    May 1999
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    1999
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    A semiparametric two-step estimator in a multivariate long memory model (English)
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    Long memory series
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    Semiparametric estimation
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    Gaussian estimation
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