Spectral Regression For Cointegrated Time Series With Long-Memory Innovations (Q2740045)
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English | Spectral Regression For Cointegrated Time Series With Long-Memory Innovations |
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Spectral Regression For Cointegrated Time Series With Long-Memory Innovations (English)
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16 September 2001
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quadratic forms
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asymptotic distribution
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parameter estimation
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autocovariance function
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