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scientific article
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scientific article

    Statements

    author
    Ryoko Ito
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    publication date
    5 April 2017
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    zbMATH Keywords
    cointegration
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    long-range dependence
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    unit-root
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    frequency domain
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    Identifiers

    Mathematics Subject Classification ID
    62-03
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    62M10
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    62M15
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    62M20
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    62P20
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    91B84
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    01A70
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    zbMATH DE Number
    6701265
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