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Semiparametric Estimation by Model Selection for Locally Stationary Processes
Sébastien Van Bellegem and Rainer DahlhausVolume:
68
Year:
2006
Language:
english
Journal:
Journal of the Royal Statistical Society. Series B (Statistical Methodology)
DOI:
10.2307/3879272
File:
PDF, 2.39 MB
english, 2006