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Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity

By Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus and Gilles Teyssière
Topics: HA Statistics
Publisher: Springer Netherlands
Year: 2000
DOI identifier: 10.1023/A:1009951213271
OAI identifier: oai:eprints.lse.ac.uk:7169
Provided by: LSE Research Online
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