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Optimal spectral bandwidth for long memory

Delgado, Miguel A and Robinson, Peter (1996) Optimal spectral bandwidth for long memory. Statistica Sinica, 6 (1). pp. 97-112. ISSN 1017-0405

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Item Type: Article
Divisions: LSE
Date Deposited: 27 Apr 2007
Last Modified: 22 Sep 2024 20:45
URI: http://eprints.lse.ac.uk/id/eprint/1390

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