Long-run covariance matrices for fractionally integrated processes (Q2886982)
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scientific article; zbMATH DE number 6035283
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| English | Long-run covariance matrices for fractionally integrated processes |
scientific article; zbMATH DE number 6035283 |
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14 May 2012
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Long-run covariance matrices for fractionally integrated processes (English)
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0.8271390199661255
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0.8229297399520874
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0.8154444694519043
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0.8001102209091187
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