Optimal spectral bandwidth for long memory

Delgado, M. A. & Robinson, P. (1996). Optimal spectral bandwidth for long memory. Statistica Sinica, 6(1), 97-112.
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1390

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