Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815)
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English | Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics |
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Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (English)
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4 June 2014
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cyclical long memory
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kernel spectral estimator
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long range dependence
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spectral confidence bands
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