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Modelling seasonal fractionally integrated process with volatility and structural change
Dhliwayo, Lawrence, (2024)
Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
Maxand, Simone, (2017)
Are environmental taxes effective in curbing air pollution? Evidence from the United Kingdom
Roy, Sharanya Basu, (2021)
Discrete and continuous time cointegration
Comte, Fabienne, (1994)
Simulation and estimation of long memory continuous time models
Adaptative estimation of the spectrum of a stationary Gaussian sequence
Comte, Fabienne, (1999)