Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663)

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Minimum distance estimation of stationary and non‐stationary ARFIMA processes
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    10
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    1
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    124-148
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    1 February 2007
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    9 August 2007
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    Minimum distance estimation of stationary and non‐stationary ARFIMA processes (English)
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    tables
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    fractional integration
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    long-memory
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