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Bias Correction of Persistence Measures in Fractionally Integrated Models
Grose, Simone D., Martin, Gael M., Poskitt, Donald S.Volume:
36
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12116
Date:
September, 2015
File:
PDF, 1.13 MB
english, 2015