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isPartOf:"2010 Annual Meeting, July 25-27, 2010, Denver, Colorado"
~isPartOf:"Statistical Inference for Stochastic Processes"
~subject:"Long memory"
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2010 Annual Meeting, July 25-27, 2010, Denver, Colorado
Statistical Inference for Stochastic Processes
International Review of Financial Analysis
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Review of economics & finance
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Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion
Levine, Michael
;
Torres, Soledad
;
Viens, Frederi
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
3
,
pp. 221-250
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