Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
| Year of publication: |
2007
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| Authors: | Poskitt, D.S. |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 59.2007, 4, p. 697-726
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