A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897)
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English | A comparison of Hurst exponent estimators in long-range dependent curve time series |
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A comparison of Hurst exponent estimators in long-range dependent curve time series (English)
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16 November 2021
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curve process
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dynamic functional principal component analysis
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functional ARFIMA
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long-run covariance
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long-range dependence
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