Estimation of hurst parameter and minimum variance spectrum
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Publication:5204427
DOI10.11568/kjm.2018.26.2.155zbMath1425.60033OpenAlexW2811219073MaRDI QIDQ5204427
Publication date: 4 December 2019
Full work available at URL: http://kkms.org/index.php/kjm/article/download/559/400
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)
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