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Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters

Authors:	GOLC Marques

Institution:	Center of Engineering, Modeling and Applied Social Sciences, UFABC. Av. dos Estados, 5001, Bairro Bangu, Santo André-São Paulo-SP 09210-170, Brazil

Abstract:

Keywords:	Time series Fractional integration Seasonal long memory Monte Carlo simulation
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