Convex combinations of long memory estimates from different sampling rates
Jeremy Smith and
Computational Statistics, 2006, vol. 21, issue 3, 399-413
Keywords: Convex combination; Long memory; Sampling rate (search for similar items in EconPapers)
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Working Paper: Convex combinations of long memory estimates from different sampling rates (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:21:y:2006:i:3:p:399-413
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