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BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
Delgado, Miguel A., Hidalgo, Javier, Velasco, CarlosVolume:
27
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466610000642
Date:
October, 2011
File:
PDF, 253 KB
english, 2011