On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (Q5495696)
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scientific article; zbMATH DE number 6325664
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English | On the asymptotic properties of a feasible estimator of the continuous time long memory parameter |
scientific article; zbMATH DE number 6325664 |
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On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (English)
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6 August 2014
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continuous time models
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long memory processes
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