Averaged periodogram estimation of long memory (Q1922368)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged periodogram estimation of long memory |
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Averaged periodogram estimation of long memory (English)
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19 January 1997
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averaged periodogram estimation
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spectral density near zero frequency
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long memory time series
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Monte Carlo
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finite-sample distribution
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asymptotic mean squared error
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