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  1. Dependence in Probability and Statistics
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    Dependence in Probability and Statistics

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    This account of recent works on weakly dependent, long memory and multifractal processes intro...

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  2. Large Sample Inference For Long Memory Processes
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    Large Sample Inference For Long Memory Processes

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    Box and Jenkins (1970) made the idea of obtaining a stationary time series by differencing the gi...

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