The sample autocorrelation function and the detection of...

The sample autocorrelation function and the detection of long-memory processes

Hossein Hassani, Nikolai Leonenko, Kerry Patterson
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Volume:
391
Year:
2012
Language:
english
DOI:
10.1016/j.physa.2012.07.062
File:
PDF, 293 KB
english, 2012
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