A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897)

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A comparison of Hurst exponent estimators in long-range dependent curve time series
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    A comparison of Hurst exponent estimators in long-range dependent curve time series (English)
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    16 November 2021
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    curve process
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    dynamic functional principal component analysis
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    functional ARFIMA
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    long-run covariance
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    long-range dependence
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