An Efficient Taper for Potentially Overdifferenced Long-memory Time Series (Q2703252)

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An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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    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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