Long-run covariance matrices for fractionally integrated processes (Q2886982)
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scientific article; zbMATH DE number 6035283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-run covariance matrices for fractionally integrated processes |
scientific article; zbMATH DE number 6035283 |
Statements
14 May 2012
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Long-run covariance matrices for fractionally integrated processes (English)
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