Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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- Joseph G. Haubrich & Andrew W. Lo, 1989.
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- Francis X. Diebold & Glenn D. Rudebusch, 1989. "Is consumption too smooth? Long memory and the Deaton paradox," Finance and Economics Discussion Series 57, Board of Governors of the Federal Reserve System (U.S.).
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