Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models (Q2742778)

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Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models
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    Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models (English)
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    23 September 2001
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    spectral density
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    long-range dependence
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    dominating frequency
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    maximum likelihood
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