Estimation of long memory in integrated variance
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Cites work
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- Alternative forms of fractional Brownian motion
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Cited in
(19)- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
- The effect of additive outliers on a fractional unit root test
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- scientific article; zbMATH DE number 1538072 (Why is no real title available?)
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- Statistical estimation for CAPM with long-memory dependence
- The effect of round-off error on long memory processes
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