Local polynomial Whittle estimation of perturbed fractional processes (Q738169): Difference between revisions
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English | Local polynomial Whittle estimation of perturbed fractional processes |
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Local polynomial Whittle estimation of perturbed fractional processes (English)
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15 August 2016
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bias reduction
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local Whittle
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long memory
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perturbed fractional process
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semiparametric estimation
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stochastic volatility
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