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Large sample inference for long memory processes [Book] L. Giraitis

By: Giraitis, L.
Contributor(s): Koul, H.L | Surgailis, D.
Material type: materialTypeLabelBookPublisher: London Imperial College Press 2012Description: 577p.ISBN: 1848162785.Subject(s): Statistical Inference | Regression Models | Long Memory ProcessesDDC classification: 519.216/.226
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