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A harmonically weighted filter for cyclical long memory processes |
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| Authors: | Maddanu Federico |
| Affiliation: | 1.Department of Economics and Finance, Università di Roma Tor Vergata, via Columbia 2, 00133, Rome, Italy ; |
| Abstract: | AStA Advances in Statistical Analysis - The estimation of the long memory parameter d is a widely discussed issue in the literature. The harmonically weighted (HW) process was recently introduced... |
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