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Trend stationarity versus long-range dependence in time series analysis

Journal of Econometrics, 108(1): 25--42, 2002.
Authors: Francesc Marmol and Carlos Velasco
URL: http://www.sciencedirect.com/science/article/B6VC0-449V352-1/2/59cc6cdccd07b3115538cd3f5bc35882
Description: Journal of Econometrics
Tags: Local domain estimation frequency
| URL | BibTeX  
@article{Marmol2002,
title = {Trend stationarity versus long-range dependence in time series analysis},
author = {Francesc Marmol and Carlos Velasco},
journal = {Journal of Econometrics},
month = {May},
number = {1},
pages = {25--42},
url = {http://www.sciencedirect.com/science/article/B6VC0-449V352-1/2/59cc6cdccd07b3115538cd3f5bc35882},
volume = {108},
year = {2002},
description = {Journal of Econometrics},
keywords = {Local domain estimation frequency }
}