Detecting long-range dependence for time-varying linear models
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Publication:6565331
DOI10.3150/23-BEJ1680MaRDI QIDQ6565331FDOQ6565331
Publication date: 2 July 2024
Published in: Bernoulli (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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