Mallows Distance in VARFIMA(0, d , 0) Processes

Author: Lopes Sílvia R. C.   Pumi Guilherme   Zaniol Karine  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.42, Iss.1, 2013-01, pp. : 24-51

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Abstract