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Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity
Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus, Gilles TeyssièreVolume:
3
Year:
2000
Language:
english
Pages:
16
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1023/a:1009951213271
File:
PDF, 88 KB
english, 2000