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## Estimation of the Parameter of Long Memory ModelAuthor: HanZuoYingTutor: GaoWei School: Northeast Normal University Course: Probability Theory and Mathematical Statistics Keywords: Long Memory Parameter estimation Semiparametric estimates Spectral density Maximum Likelihood APE LPE QMLE CLC: O212 Type: Master's thesis Year: 2007 Downloads: 92 Quote: 0 Read: Download Dissertation ## Abstract
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