Bootstrapping the log-periodogram estimator of the long-memory parameter: is it worth weighting
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Published:2021
Issue:3
Volume:11
Page:201
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ISSN:1757-1170
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Container-title:International Journal of Computational Economics and Econometrics
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language:en
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Short-container-title:IJCEE
Author:
Heravi Saeed M.,Patterson Kerry D.
Publisher
Inderscience Publishers
Subject
Computer Science Applications,Economics and Econometrics