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On a class of estimation and test for long memory
Fu, Hui, Chen, Wenting, He, Xin-JiangVolume:
509
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.06.092
Date:
November, 2018
File:
PDF, 346 KB
english, 2018