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Search: subject:"Intermediate Memory"
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Intermediate Memory
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Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes
Lieberman, Offer
;
Rosemarin, Roy
;
Rousseau, Judith
-
Université Paris-Dauphine (Paris IX)
-
2012
, we extend these results to the entire stationarity region, including the case of
intermediate
memory
and noninvertibility …
Persistent link: https://www.econbiz.de/10010708532
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