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Semiparametric estimation by model selection for locally stationary processes

Bibliographic reference Dahlhaus, Rainer ; Van Bellegem, Sébastien. Semiparametric estimation by model selection for locally stationary processes. In: Journal of the Royal Statistical Society. Series B, statistical methodology, Vol. 68, no. 5, p. 721-746 (Novembre 2006)
Permanent URL http://hdl.handle.net/2078.1/23629
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