Robust Automatic Bandwidth for Long Memory (Q2740037)

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Robust Automatic Bandwidth for Long Memory
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    title
    Robust Automatic Bandwidth for Long Memory (English)
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    author
    Marc Henry
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    publication date
    16 September 2001
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    Mathematics Subject Classification ID
    62M10
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    62G35
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    65C05
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    zbMATH DE Number
    1646458
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    zbMATH Keywords
    long memory
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    optimal bandwidth
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    conditional heteroscedasticity
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