CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES (Q4221794)

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scientific article; zbMATH DE number 1228661
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CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES
scientific article; zbMATH DE number 1228661

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    CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES (English)
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    13 June 2000
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    semiparametric inference
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    long memory series
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    specification
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