Efficiency improvements in inference on stationary and nonstationary fractional time series

Robinson, Peter (2005) Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33 (4). pp. 1800-1842. ISSN 0090-5364
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Item Type Article
Departments Economics
DOI 10.1214/009053605000000354
Date Deposited 27 Jun 2007
URI https://researchonline.lse.ac.uk/id/eprint/2494

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