Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence (Q4640225)

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scientific article; zbMATH DE number 6869250
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Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
scientific article; zbMATH DE number 6869250

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    Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence (English)
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    16 May 2018
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    bandwidth
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    frequency domain
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    kernel estimation
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    long-memory parameter
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    periodogram
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