Asymptotics for Fractional Processes - Davidson, James (Professor of Econometrics (Emeritus), Professor of
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Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.

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Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.