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Multiple local whittle estimation in stationary systems (2008)

First Author: Robinson P

Attributed to: Semiparametric Methods in Spatial Econometrics funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/07-aos545

Publication URI: http://dx.doi.org/10.1214/07-aos545

Type: Journal Article/Review

Parent Publication: The Annals of Statistics

Issue: 5