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Testing the Fractional Integration Parameter Revisited: a Fractional
  Dickey-Fuller Test
v1v2v3 (latest)

Testing the Fractional Integration Parameter Revisited: a Fractional Dickey-Fuller Test

International Journal of Mathematics in Operational Research (IJMOR) (IJMOR), 2012
5 September 2012
A. Bensalma
Mohamed Bentarzi
ArXiv (abs)PDFHTML

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