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Adaptive semiparametric estimation of the memory parameter

By Liudas Giraitis, Peter M. Robinson and Alexander Samarov
Topics: HA Statistics
Publisher: Academic Press
Year: 2000
DOI identifier: 10.1006/jmva.1999.1865
OAI identifier: oai:eprints.lse.ac.uk:7167
Provided by: LSE Research Online
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