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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Tests non paramétriques optimaux pour le modèle autorégressif d'ordre un
Dufour, Jean-Marie, (1987)
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Dufour, Jean-Marie, (2004)
Dufour, Jean-Marie, (2006)