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Revision as of 09:01, 20 February 2024

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ESTIMATION IN LONG-MEMORY TIME SERIES MODEL
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    ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (English)
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    1988
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    long-memory time series models
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    unbiased and consistent estimator
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    least- squares method
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    frequency domain
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    Cramér-Rao lower bound
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    mean-square error
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