Julia Brodsky

affiliation not provided to SSRN

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Broadband Semiparametric Estimation of the Memory Parameter of a Long-Memory Time Series Using Fractional Exponential Models

NYU Working Paper No. 2451/14788
Number of pages: 29 Posted: 31 Oct 2008
Clifford M. Hurvich and Julia Brodsky
Stern School of Business, New York University and affiliation not provided to SSRN
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