Testing long memory based on a discretely observed process (Q2362937)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing long memory based on a discretely observed process |
scientific article |
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Testing long memory based on a discretely observed process (English)
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14 July 2017
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long memory
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fractional Brownian motion
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semimartingale
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high frequency data
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power variation
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