An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475)

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An empirical likelihood approach for symmetric \(\alpha\)-stable processes
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    An empirical likelihood approach for symmetric \(\alpha\)-stable processes (English)
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    30 October 2015
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    \(\alpha\)-stable processes
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    empirical likelihood ratio
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    confidence regions
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    heavy tails
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    normalized power transfer function
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    self-normalized periodogram
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    Whittle likelihood
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