Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579)
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scientific article
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| English | Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes |
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Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (English)
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12 July 2007
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empirical spectral process
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exponential inequalities for quadratic forms
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nonparametric maximum likelihood estimation
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locally stationary processes
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sieve estimation
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0.9431931
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0.91287863
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0.90674746
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0.90141904
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0.90138483
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0.90115595
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