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Frequency domain local bootstrap in short and long memory time series
Arteche, Josu - In: Econometric reviews 44 (2025) 2, pp. 163-191
Persistent link: https://www.econbiz.de/10015196596
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Semiparametric inference in correlated long memory signal plus noise models
Arteche, Josu - In: Econometric reviews 31 (2012) 4/6, pp. 440-474
Persistent link: https://www.econbiz.de/10009539724