Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
2014 ◽
Vol 182
(2)
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pp. 309-328
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Keyword(s):
2000 ◽
Vol 21
(1)
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pp. 1-25
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2005 ◽
Vol 26
(6)
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pp. 867-878
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1999 ◽
Vol 18
(1)
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pp. 59-75
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