Spectral Regression For Cointegrated Time Series With Long-Memory Innovations (Q2740045)

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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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