Asymptotics for duration-driven long range dependent processes
- Meng-Chen Hsieh
- Clifford M. Hurvich
- et al.
- 2007
- Journal of Econometrics
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2 results at Journal of Econometrics
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
- Jonathan R.M. Hosking
- 1996
- Journal of Econometrics