Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (Q1586577): Difference between revisions
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scientific article
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English | Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram |
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Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (English)
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19 February 2001
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Gaussian processes
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log-periodogram
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long-range dependence
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minimum contrast estimators
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spectral estimates
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