"Multivariate modelling of long memory processes with common components."

Claudio Morana (2007)

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DOI: 10.1016/J.CSDA.2006.12.010

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type: Journal Article

metadata version: 2022-10-02

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Claudio Morana:
Multivariate modelling of long memory processes with common components. Comput. Stat. Data Anal. 52(2): 919-934 (2007)

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