Optimal spectral bandwidth for long memory

Delgado, Miguel A; and Robinson, Peter (1996) Optimal spectral bandwidth for long memory. Statistica Sinica, 6 (1). pp. 97-112. ISSN 1017-0405
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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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