Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364)
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English | Nonstationarity-extended Whittle estimation with discontinuity: a correction |
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Nonstationarity-extended Whittle estimation with discontinuity: a correction (English)
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13 February 2020
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fractional integration
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discontinuity
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test distortion
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nonstationary time series
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