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Property / DOI: 10.1016/j.jspi.2008.05.047 / rank
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Latest revision as of 12:30, 10 December 2024

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On parameter estimation for locally stationary long-memory processes
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    On parameter estimation for locally stationary long-memory processes (English)
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    20 March 2009
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    long memory
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    fractional ARIMA process
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    local stationarity
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    bandwidth selection
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