Semiparametric estimation from time series with long-range dependence (Q1341199)

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Semiparametric estimation from time series with long-range dependence
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    Semiparametric estimation from time series with long-range dependence (English)
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    16 March 1995
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    long-memory time-series dependence
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    semiparametric averaged derivative statistics
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    index models
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    long-range dependence
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    nonnormal limiting distribution
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