ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR
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Publication:4979934
DOI10.1017/S0266466613000121zbMath1290.91132OpenAlexW3122669972MaRDI QIDQ4979934
Asger Lunde, Peter Reinhard Hansen
Publication date: 20 June 2014
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466613000121
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Uses Software
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