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"Monte Carlo simulation for comparison of different estimators of long ..."
Ranjit Kumar Paul, Sandipan Samanta, Bishal Gurung (2015)
- Ranjit Kumar Paul, Sandipan Samanta, Bishal Gurung:
Monte Carlo simulation for comparison of different estimators of long memory parameter: An application of ARFIMA model for forecasting commodity price. Model. Assist. Stat. Appl. 10(2): 117-128 (2015)
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