Local polynomial Whittle estimation of perturbed fractional processes (Q738169): Difference between revisions

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Latest revision as of 10:12, 12 July 2024

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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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