"Not all estimators are born equal: The empirical properties of some ..."

William S. Rea et al. (2013)

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DOI: 10.1016/J.MATCOM.2012.08.005

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type: Journal Article

metadata version: 2020-03-04

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William S. Rea, Les Oxley, Marco Reale, Jennifer Brown:
Not all estimators are born equal: The empirical properties of some estimators of long memory. Math. Comput. Simul. 93: 29-42 (2013)

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