Estimation pitfalls when the noise is not i.i.d. (Q2329837)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation pitfalls when the noise is not i.i.d. |
scientific article |
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Estimation pitfalls when the noise is not i.i.d. (English)
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18 October 2019
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Whittle estimation
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asymptotic normality
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quadratic form
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martingale difference noise
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