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CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
Deo, Rohit, (2009)
Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
Flynn, Cheryl J., (2013)
An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
Terrin, Norma, (1994)