Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406)
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English | Not all estimators are born equal: the empirical properties of some estimators of long memory |
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Not all estimators are born equal: the empirical properties of some estimators of long memory (English)
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15 February 2021
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strong dependence
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global dependence
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long range dependence
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Hurst parameter estimators
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