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Trimming frequencies in log-periodogram regression of long-memory time series

By: Martínez, Cristina.
Contributor(s): Velilla Cerdán, Santiago.
Material type: TextTextSeries: Universidad Carlos III working paper;96-14.Publisher: Madrid Universidad Carlos III 1996Description: 23 p. tabl. 30 cm.Subject(s): MODELO ARIMA | SERIES TEMPORALES | ANÁLISIS DE REGRESIÓN
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