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Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators. (2013). Patterson, Kerry ; Heravi, Saeed.
In: Economics & Management Discussion Papers.
RePEc:rdg:emxxdp:em-dp2013-02.

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  11. Heravi, S., and Patterson, K. D. (2005). Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the longmemory parameter for real exchange rates, The Manchester School. 165-213.

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