Modelling Long-memory Time Series with Finite or Infinite...

Modelling Long-memory Time Series with Finite or Infinite Variance: a General Approach

Remigijus Leipus, Marie-Claude Viano
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Volume:
21
Year:
2000
Language:
english
Pages:
14
DOI:
10.1111/1467-9892.00173
File:
PDF, 211 KB
english, 2000
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