Nonlinear log-periodogram regression for perturbed fractional processes

Yixiao Sun () and Peter Phillips

Journal of Econometrics, 2003, vol. 115, issue 2, 355-389

Date: 2003
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Working Paper: Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:115:y:2003:i:2:p:355-389

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