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Econometrics Paper
Nonparametric Estimation with Strongly Dependent Multivariate Time-Series - (Now published in 'Journal of Time Series Analysis',18 (1997)pp.95-122.) Javier Hidalgo February 1996
Paper No' EM/1996/296:
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Tags: nonparametric; strong dependence; hermite and appell polynomials; rosenblatt and hermite pocesses.