A semiparametric two-step estimator in a multivariate long memory model
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3502569 (Why is no real title available?)
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Cited in
(45)- On nonparametric density estimation for multivariate linear long-memory processes
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