Semiparametric estimation of the long-range parameter
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DOI: 10.1007/BF02523390
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- Yasumasa Matsuda & Yoshihiro Yajima, 2004. "On testing for separable correlations of multivariate time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 501-528, July.
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Keywords
Long-range dependence; spectral estimation;Statistics
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