Generating schemes for long memory processes: regimes, aggregation and linearity

James Davidson () and Philipp Sibbertsen

Journal of Econometrics, 2005, vol. 128, issue 2, 253-282

Date: 2005
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Working Paper: Generating schemes for long memory processes: Regimes, aggregation and linearity (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:128:y:2005:i:2:p:253-282

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