Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145)

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Issues in the estimation of mis-specified models of fractionally integrated processes
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    Issues in the estimation of mis-specified models of fractionally integrated processes (English)
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    21 May 2020
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    long memory models
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    ARFIMA
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    pseudo-true parameter
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    frequency domain estimators
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    time domain estimators
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    mis-specified short memory dynamics
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