Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient:
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Bibliographic Details
Main Author: Hall, Peter 1951-2016 (Author)
Format: Book
Language:German
Published: Berlin Sonderforschungsbereich 373 1999
Series:Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper 1999,62
Physical Description:22 S. graph. Darst.

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