Averaged periodogram estimation of long memory
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References listed on IDEAS
- Delgado, Miguel A. & Robinson, Peter M., 1993. "Optimal spectral bandwidth for long memory," DES - Working Papers. Statistics and Econometrics. WS 3738, Universidad Carlos III de Madrid. Departamento de Estadística.
- Andrew Harvey (ed.), 1994. "Time Series," Books, Edward Elgar Publishing, volume 0, number 599, April.
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