Minimum contrast estimation of random processes based on information of second and third orders (Q872088)

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Minimum contrast estimation of random processes based on information of second and third orders
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    Minimum contrast estimation of random processes based on information of second and third orders (English)
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    27 March 2007
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    minimum contrast estimators
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    frequency domain estimation
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    long-range dependence
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    consistency
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    asymptotic normality
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    cumulant spectra
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    simulations
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