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Efficient location and regression estimation for long range dependent regression models
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    Efficient location and regression estimation for long range dependent regression models (English)
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    8 February 1996
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    weighted least squares estimator
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    mean
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    regression parameters
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    Gaussian long range dependent regression models
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    polynomial regression
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    self-similarity parameter
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    fully efficient estimator
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    efficient weighted \(M\)-estimators
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