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| CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2011 27 (6):
642-656
ISSN: 1001-4268: CN: 31-1256 / O1 |
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| State Space Estimation for Long Memory ARFIMA-GARCH Models |
| Wang Lihong,Gu Chengzu |
| Nanjing University |
| Received null Revised null Online 2011-12-26 |
| Reference |
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| Corresponding author: Wang Lihong |
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