The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319)

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The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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    The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (English)
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    9 August 1998
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    semiparametric estimation
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    mean squared error estimation
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    long-memory time-series
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