Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (Q2744934)

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Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity
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    Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (English)
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    9 October 2001
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    Robinson estimator
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    spectral density estimation
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    long-memory index
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    consistency
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