Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (Q2744934)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity |
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Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (English)
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9 October 2001
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Robinson estimator
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spectral density estimation
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long-memory index
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consistency
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