Whittle-type estimation under long memory and nonstationarity (Q2218620): Difference between revisions

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Latest revision as of 13:05, 17 December 2024

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Whittle-type estimation under long memory and nonstationarity
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    Whittle-type estimation under long memory and nonstationarity (English)
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    15 January 2021
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    fractionally integrated time series
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    discontinuity
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    test distortion
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