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Volumn 34, Issue 6, 2006, Pages 3019-3050

A frequency domain empirical likelihood for short- and long-range dependence

Author keywords

Empirical likelihood; Estimating equations; Long range dependence; Periodogram; Spectral distribution; Whittle estimation

Indexed keywords


EID: 34547301461     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000902     Document Type: Article
Times cited : (54)

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