Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815): Difference between revisions

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+Long-range Dependence: Revisiting Aggregation with Wavelets
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE  MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
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+Publication:1611815