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Econometrics Paper Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.)
Liudas Giraitis, Peter M Robinson and Alexander Samarov February 1997
Paper No' EM/1997/323: Read Abstract |
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