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MR2559823 (2011b:62237) 62M10 (42C40 62G05 65T60)
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. Estimators of long-memory: Fourier versus wavelets. J. Econometrics 151 (2009), no. 2, 159–177.
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