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Bootstrapping I(1) data
Phillips, Peter C. B.
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2009
Persistent link: https://www.econbiz.de/10003795696
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.
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Lieberman, Offer
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2002
Persistent link: https://www.econbiz.de/10001694737
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