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My bibliography Save this articleSimulation and identification of the fractional Brownian motion: a bibliographical and comparative study
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DOI: http://hdl.handle.net/10.18637/jss.v005.i07
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- Lobato, I. & Robinson, P. M., 1996. "Averaged periodogram estimation of long memory," Journal of Econometrics, Elsevier, vol. 73(1), pages 303-324, July.
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