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scientific article; zbMATH DE number 5583194
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scientific article; zbMATH DE number 5583194

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    author
    Tie Han
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    Shi-Ying Zhang
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    publication date
    22 July 2009
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    zbMATH DE Number
    5583194
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    zbMATH Keywords
    variable structure
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    long memory
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    Markov switching
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    ultra-high-frequency data
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