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Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu - In: Econometric theory 36 (2020) 6, pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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Signal extraction in long memory stochastic volatility
Arteche, Josu - In: Econometric theory 31 (2015) 6, pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560