A complete asymptotic series for the autocovariance function of a long memory process
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Cites work
- scientific article; zbMATH DE number 3117699 (Why is no real title available?)
- scientific article; zbMATH DE number 4102349 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
- Long memory processes and fractional integration in econometrics
- Recent advances in ARCH modelling
- Refined Inference on Long Memory in Realized Volatility
- Rescaled variance and related tests for long memory in volatility and levels
Cited in
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