THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129)

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scientific article; zbMATH DE number 2076117
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THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR
scientific article; zbMATH DE number 2076117

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    THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (English)
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    18 June 2004
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    ARFIMA, Chi-square distribution, Log-periodogram regression
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