A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668): Difference between revisions

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Revision as of 01:41, 5 March 2024

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A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
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    A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (English)
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    28 August 2008
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    long memory
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    semiparametric estimation
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    wavelet analysis
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