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Estimation of mis-specified long memory models |
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| Authors: | Willa W. Chen Rohit S. Deo |
| Affiliation: | 1. Department of Statistics, Texas A&M University, College Station, Texas 77843, USA;2. New York University, 44 W. 4’th Street, New York NY 10012, USA |
| Abstract: | |
| Keywords: | C13 C22 |
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