The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models (Q2976205)

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scientific article; zbMATH DE number 6708982
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    The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
    scientific article; zbMATH DE number 6708982

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      THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (English)
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      28 April 2017
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