Long memory estimation in a non-Gaussian bivariate process (Q2668362): Difference between revisions

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Latest revision as of 04:15, 28 July 2024

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Long memory estimation in a non-Gaussian bivariate process
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    Long memory estimation in a non-Gaussian bivariate process (English)
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    3 March 2022
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    non-Gaussian process
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    Student \(t\) distribution
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    copula function
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    Hurst parameter
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    discrete wavelet transform
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    GTCLM model
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