Not all estimators are born equal: The empirical properties of some estimators of long memory

William S. Rea, Les Oxley, Marco Reale, Jennifer Brown. Not all estimators are born equal: The empirical properties of some estimators of long memory. Mathematics and Computers in Simulation, 93:29-42, 2013. [doi]

Authors

William S. Rea

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Les Oxley

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Marco Reale

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Jennifer Brown

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