Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (Q2759336)

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Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency
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    Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (English)
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    12 December 2001
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    asymptotic theory
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    long-range dependence
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    spectral density
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    fractional Riesz-Bessel motion
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    second-order intermittency
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