Local asymptotic normality for regression models with long-memory disturbance, with statistical applications

Marc Hallin, Masanobu Taniguchi, Abdeslam Serroukh and Kokyo Choy

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 1999
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Published in: Annals of Statistics (1999) v.28,p.2054-2080

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