Local polynomial Whittle estimation of perturbed fractional processes
| Year of publication: |
2012
|
|---|---|
| Authors: | Frederiksen, Per ; Nielsen, Frank S. ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 167.2012, 2, p. 426-448
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