Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406)

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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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