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Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes - MaRDI portal

Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes

From MaRDI portal
Publication:135918

DOI10.1016/J.ECONLET.2016.10.014MaRDI QIDQ135918

Fabrizio Iacone, Javier Hualde

Publication date: January 2017

Published in: Economics Letters (Search for Journal in Brave)




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