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An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
Norma Terrin, Clifford M. HurvichVolume:
54
Year:
1994
Language:
english
Pages:
11
DOI:
10.1016/0304-4149(94)00020-4
File:
PDF, 544 KB
english, 1994