Variance-type estimation of long memory

Giraitis, Liudas, Robinson, Peter and Surgailis D, (1999) Variance-type estimation of long memory. Stochastic processes and their applications, 80 (1). pp. 1-24. ISSN 0304-4149

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Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1622/

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