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Title: Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck Process
Authors: Tanaka, Katsuto
Issue Date: Aug-2011
Publisher: Graduate School of Economics, Hitotsubashi University
Physical Description: 27 p.
Series/Report no.: Discussion papers ; No. 2011-07
Language: eng
Text Version: publisher
Appears in Collections:Discussion papers / Graduate School of Economics, Hitotsubashi University

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