A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series |
scientific article |
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A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (English)
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28 August 2008
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long memory
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semiparametric estimation
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wavelet analysis
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