Adaptive Inference in Heteroscedastic Fractional Time Series Models

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Publication:6620832

DOI10.1080/07350015.2020.1773275zbMath1547.62655MaRDI QIDQ6620832

A. M. Robert Taylor, Giuseppe Cavaliere, Morten Ørregaard Nielsen

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)





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