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Revision as of 23:46, 22 February 2024

scientific article
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scientific article

    Statements

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    27 April 2007
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    integrated periodogram
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    spectral distribution
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    functional central limit theorem
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    Kiefer-Müller process
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    Brownian bridge
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    sample autocorrelation
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    change point
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    GARCH process
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    long range dependence
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    IGARCH
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    non-stationarity
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