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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)
Asymptotic theory for M-estimators over a convex kernel
Arcones, Miguel A., (1998)
Minimax estimators of the coverage probability of the impermissible error for a location family
Arcones, Miguel A., (2007)
Some strong limit theorems for M-estimators
Arcones, Miguel A., (1994)