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On the estimation of an instantaneous transformation for time series

By Yingcun Xia, Howell Tong, W K Li and Li-Xing Zhu
Topics: H Social Sciences (General), HA Statistics
Publisher: Wiley on behalf of the Royal Statistical Society
Year: 2000
DOI identifier: 10.1111/1467-9868.00238
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Provided by: LSE Research Online
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