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Estimation of Time-Varying Long Memory Parameter Using Wavelet Method
Lu, Zhiping, Guegan, DominiqueVolume:
40
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2010.549986
Date:
March, 2011
File:
PDF, 679 KB
english, 2011