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"A bootstrap approximation for the distribution of the Local Whittle estimator."

Josu Arteche, Jesus Orbe (2016)

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DOI: 10.1016/J.CSDA.2015.03.014

access: closed

type: Journal Article

metadata version: 2020-02-18

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Josu Arteche, Jesus Orbe:
A bootstrap approximation for the distribution of the Local Whittle estimator. Comput. Stat. Data Anal. 100: 645-660 (2016)

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