Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410): Difference between revisions

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+Two estimators of the long-run variance: beyond short memory
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+FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
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+Distribution theory for the Studentized mean for long, short, and negative memory time series
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