Estimation of long-range dependence in gappy Gaussian time series
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between-wavelet-scale correlationHurst indexmissing datapower lawsandwich estimatorself-similar noise
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Missing data (62D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to environmental and related topics (62P12)
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