Q3433265 (Q3433265): Difference between revisions
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scientific article
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English | No label defined |
scientific article |
Statements
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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