A note on calculating autocovariances of long-memory...

A note on calculating autocovariances of long-memory processes

STEFANO BERTELLI, MASSIMILIANO CAPORIN
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Volume:
23
Year:
2002
Language:
english
Pages:
6
DOI:
10.1111/1467-9892.00275
File:
PDF, 80 KB
english, 2002
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