An Efficient Taper for Potentially Overdifferenced Long-memory Time Series (Q2703252): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Efficient Taper for Potentially Overdifferenced Long-memory Time Series |
scientific article |
Statements
An Efficient Taper for Potentially Overdifferenced Long-memory Time Series (English)
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1 March 2001
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semiparametric estimation
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periodogram
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spectral density
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long-memory parameter
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